Jean‐Philippe Bouchaud
Publications by Year
Research Areas
Complex Systems and Time Series Analysis, Theoretical and Computational Physics, Economic theories and models, Financial Risk and Volatility Modeling, Financial Markets and Investment Strategies
Most-Cited Works
- → Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications(1990)4,093 cited
- → Noise Dressing of Financial Correlation Matrices(1999)1,233 cited
- → Jamming, Force Chains, and Fragile Matter(1998)1,023 cited
- → Theory of Financial Risk and Derivative Pricing(2003)849 cited
- → Weak ergodicity breaking and aging in disordered systems(1992)847 cited
- → Wealth condensation in a simple model of economy(2000)562 cited
- Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management(2011)