Ilija I. Zovko

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

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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 635 (40,721)
Citation 44

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 303 (99,746)
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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