The Physics of Wall Street: a brief History of Predicting the Unpredictable


Download 3.76 Kb.
Pdf ko'rish
bet127/133
Sana03.06.2024
Hajmi3.76 Kb.
#1842059
1   ...   123   124   125   126   127   128   129   130   ...   133
Bog'liq
6408d7cd421a4-the-physics-of-wall-street

Information Theory 2 (3, September): 185–89.
Kelly, Kevin. 1994a. “cracking Wall Street.” Wired 2 (7).
— — — . 1994b. Out of Control: The Rise of Neobiological Civilization. reading, MA: 
Addison-Wesley.
Kendall, M. G. 1953. “the Analysis of economic time-Series, Part 1: Prices.” Journal of 
the Royal Statistical Society 116 (1): 11–34.
Khandani, Amir e., and Andrew W. Lo. 2011. “What Happened to the Quants in 
August 2007? evidence from factors and transactions data.” Journal of 
Financial Markets 14 (1): 1–46.
Kindleberger, charles P., and robert Aliber. 2005. Manias, Panics, and Crashes. 
Hoboken, nJ: John Wiley and Sons.
Kolmogorov, Andrei. 1931. “Über die analytischen Methoden in der 
Wahrscheinlichkeitsrechnung.” Mathematische Annalen 104: 415–58.
Krige, J., A. russo, and L. Sebesta. 2000. The Story of ESA 1973–1987, vol. 2 of A History 
of the European Space Agency 1958–1987. noordwijk: eSA Publications division.
Krugman, Paul. 2008. The Return of Depression Economics and the Crisis of 2008. new 
York: W. W. norton.
— — — . 2009. “How did economists Get It So Wrong?” The New York Times 
Magazine, September 6.
Krugman, Paul, and robin Wells. 2009. Economics. 2nd ed. new York: Worth 
Publishers.
Lahart, Justin. 2007. “Behind the Stock Market’s Zigzag.” The Wall Street Journal, 
August 11, B1.
Laing, Jonathan r. 1974. “Playing the odds.” The Wall Street Journal, September 23, 1.
Lamaignère, Laurent, françois carmona, and didier Sornette. 1996. “experimental 
realization of critical thermal fuse rupture.” Physical Review Letters 77 (13, 
September): 2738–41.
— — — . 1997. “Static and dynamic electrical Breakdown in conducting filled-
Polymers.” Physica A: Statistical Mechanics and Its Applications 241(1–2): 328–33.
Lehmann, Bruce n., ed. 2005. The Legacy of Fischer Black. new York: oxford 
University Press.
Lehmann, P. J. 1991. La Bourse de Paris. Paris: dunod.
— — — . 1997. Histoire de la Bourse de Paris. Paris: Presses Universitaires france.
Li, david X. 2000. “on default correlation: A copula function Approach.” Journal of 
Fixed Income 9 (4): 43–54.
Li, tien-Yien, and James A. Yorke. 1975. “Period three Implies chaos.” The American 


References 

259
Mathematical Monthly 82 (10): 985–92.
Lim, Kian-Guan. 2006. “the efficient Market Hypothesis: A developmental 
Perspective.” In Pioneers of Financial Economics, vol. 2., ed. Geoffrey Poitras. 
northampton, MA: edward elgar Publishing.
Lintner, John. 1965. “the valuation of risk Assets and the Selection of risky 
Investments in Stock Portfolios and capital Budgets.” Review of Economics and 
Statistics 47: 13–37.
Lorenz, edward. 1993. The Essence of Chaos. Seattle: University of Washington Press.
— — — . 2000. “Predictability: does the flap of a Butterfly’s Wings in Brazil Set off 
a tornado in texas?” In The Chaos Avant-Garde: Memories of the Early Days 
of Chaos Theory, ed. ralph Abraham and Yoshisuke Ueda. Singapore: World 
Scientific Publishing.
Lowenstein, roger. 2000. When Genius Failed: The Rise and Fall of Long-Term Capital 
Management. new York: random House.
Lucretius. 2008 (60b.c.). Nature of Things [De rerum natura], trans. david r. Slavitt. 
Berkeley, cA: University of california Press.
Lux, Hal. 2000. “How does this Prize-Winning Mathematician and former code 
Breaker rack Up His Astonishing returns? try a Little Luck and a firm full of 
Ph.d.s.” Institutional Investor, november 1.
Mackay, charles. 1841. Extraordinary Popular Delusions and the Madness of Crowds. 
London: richard Bentley.
MacKenzie, donald. 2006. An Engine, Not a Camera. cambridge, MA: MIt Press.
MacLean, Leonard c., edward o. thorp, and William t. Ziemba. 2011. The Kelly 

Download 3.76 Kb.

Do'stlaringiz bilan baham:
1   ...   123   124   125   126   127   128   129   130   ...   133




Ma'lumotlar bazasi mualliflik huquqi bilan himoyalangan ©fayllar.org 2024
ma'muriyatiga murojaat qiling