Ilija I. Zovko

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,537

SSRN RANKINGS

Top 45,537

in Total Papers Downloads

946

SSRN CITATIONS
Rank 19,293

SSRN RANKINGS

Top 19,293

in Total Papers Citations

31

CROSSREF CITATIONS

12

Scholarly Papers (4)

1.

The Predictive Power of Zero Intelligence in Financial Markets

AFA 2004 San Diego Meetings
Number of pages: 18 Posted: 11 Jan 2004
J. Doyne Farmer, Paolo Patelli and Ilija I. Zovko
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Santa Fe Institute and affiliation not provided to SSRN
Downloads 640 (41,966)
Citation 47

Abstract:

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limit order book, limit orders, market microstructure, zero intelligence agents, agent based modeling

2.

The Power of Patience: A Behavioral Regularity in Limit Order Placement

Number of pages: 6 Posted: 16 Aug 2002
Ilija I. Zovko and J. Doyne Farmer
affiliation not provided to SSRN and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 306 (102,446)
Citation 8

Abstract:

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3.

The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation

Posted: 22 May 2019
Cyril Coste, Raphael Douady and Ilija I. Zovko
Riskdata S.A., Riskdata and affiliation not provided to SSRN

Abstract:

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Risk management, Hedge funds, Factor models, Asset allocation, Hedge fund risk

4.

Correlations and Clustering in the Trading of Membersof the London Stock Exchange

Posted: 24 Jun 2008
J. Doyne Farmer and Ilija I. Zovko
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School and affiliation not provided to SSRN

Abstract:

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