Selected Entire List   Maslov, Sergei  SSRN Author Rank: 22,022 by Downloads   Brookhaven National Laboratory - Department of Physics  Upton, NY 11973-5000  United States  631-344-3742 (Phone)  631-344-2918 (Fax)  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Maslov, Sergei's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 952 Total Citations 23 Papers (5) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Simple Model of a Limit Order-Driven Market | View 2 Versions | Show Abstracts | Hide Abstracts| Physica A, Vol. 278, pp. 571-578, 2000 Working Paper Simple Model of a Limit Order-Driven Market | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Maslov, Sergei Brookhaven National Laboratory - Department of Physics Posted: 29 Mar 00 Last Revised: 08 Jan 01 364 (38,220) 15 Simple Model of a Limit Order-Driven Market | Show Abstract Hide Abstract | Physica A, Vol. 278, pp. 571-578, 2000 Accepted Paper Series Maslov, Sergei Brookhaven National Laboratory - Department of Physics Posted: 08 Jan 01 0     Simple Model of a Limit Order-Driven Market | Show Abstract Hide Abstract | Download | Working Paper Series Maslov, Sergei Brookhaven National Laboratory - Department of Physics Posted: 29 Mar 00 364 15   2.   Price Fluctuations from the Order Book Perspective - Empirical Facts and a Simple Model | Show Abstract Hide Abstract | Download | Working Paper Series Maslov, Sergei Brookhaven National Laboratory - Department of Physics Mills, Mark Independent Affiliation Posted: 12 Apr 01 358 (38,980) 8 Limit orders, order book, price fluctuations, high-frequency data 3.   Measures of Globalization Based on Cross-Correlations of World Financial Indices | Show Abstract Hide Abstract | Download | Working Paper Series Maslov, Sergei Brookhaven National Laboratory - Department of Physics Posted: 27 Jul 01 230 (64,753)   Globalization, correlations, international 4.   Dynamical Optimization Theory of a Diversified Portfolio | Show Abstract Hide Abstract | Physica A, Vol. 253, pp. 403-418, 1998 Accepted Paper Series Maslov, Sergei Brookhaven National Laboratory - Department of Physics Zhang, Yi-Cheng Universite de Fribourg Marsili, Matteo Abdus Salam International Centre Theoretical Physics (ICTP) Posted: 08 Jan 01   5.   Probability Distribution of Drawdowns in Risky Investments | View 2 Versions | Show Abstracts | Hide Abstracts| Physica A, Vol. 262, pp. 232-241, 1999 Working Paper Probability Distribution of Drawdowns in Risky Investments | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Maslov, Sergei Brookhaven National Laboratory - Department of Physics Zhang, Yi-Cheng Universite de Fribourg Posted: 31 Jul 00 Last Revised: 22 Jan 01   Probability Distribution of Drawdowns in Risky Investments | Show Abstract Hide Abstract | Physica A, Vol. 262, pp. 232-241, 1999 Accepted Paper Series Maslov, Sergei Brookhaven National Laboratory - Department of Physics Zhang, Yi-Cheng Universite de Fribourg Posted: 08 Jan 01 0     Probability Distribution of Drawdowns in Risky Investments | Show Abstract Hide Abstract | Working Paper Series Maslov, Sergei Brookhaven National Laboratory - Department of Physics Zhang, Yi-Cheng Universite de Fribourg Posted: 31 Jul 00 0     Records 1 - 5 of 5 matches [ 1 ]

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