Yi-Cheng Zhang

Universite de Fribourg

Institut de Physique Theorique

Fribourg, FR 1700

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS

261

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

Stylized Facts of Financial Markets and Market Crashes in Minority Games

Number of pages: 6 Posted: 02 Feb 2001
Damien Challet, Matteo Marsili and Yi-Cheng Zhang
CentraleSupélec, Abdus Salam International Centre Theoretical Physics (ICTP) and Universite de Fribourg
Downloads 261 (116,924)
Citation 10

Abstract:

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Bounded rationality, heterogeneous agents, inductive behavior, minority game, stylized facts, minimal model

2.

From Minority Games to Real Markets

Quantitative Finance, Vol. 1, No. 1, pp. 168-176, January 2001
Posted: 25 Sep 2001
CentraleSupélec, Universita di Cagliari, Abdus Salam International Centre Theoretical Physics (ICTP) and Universite de Fribourg

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3.

Dynamical Optimization Theory of a Diversified Portfolio

Physica A, Vol. 253, pp. 403-418, 1998
Posted: 08 Jan 2001
Sergei Maslov, Yi-Cheng Zhang and Matteo Marsili
Brookhaven National Laboratory - Department of Physics, Universite de Fribourg and Abdus Salam International Centre Theoretical Physics (ICTP)

Abstract:

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Probability Distribution of Drawdowns in Risky Investments

Physica A, Vol. 262, pp. 232-241, 1999
Posted: 08 Jan 2001
Sergei Maslov and Yi-Cheng Zhang
Brookhaven National Laboratory - Department of Physics and Universite de Fribourg

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Probability Distribution of Drawdowns in Risky Investments

Posted: 31 Jul 2000
Sergei Maslov and Yi-Cheng Zhang
Brookhaven National Laboratory - Department of Physics and Universite de Fribourg

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