Concepedia

Marc Potters

MP

Statistics

Publications

48

Citations

5.1K

H-Index

29

Active since

1951

Affiliations

Capital Fund Management (France)(Current)

Service de Physique de l'État Condensé

CEA Paris-Saclay

Commissariat à l'Énergie Atomique et aux Énergies Alternatives

Marc Potters is an author at Capital Fund Management (France) specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsManagementEmpirical FinanceFinancial EngineeringStatisticsEngineering

Publications per year

1951–2022

48

Publications

48

Noise Dressing of Financial Correlation Matrices

Laurent Laloux, Pierre Cizeau, Jean‐Philippe Bouchaud et al. · Physical Review Letters · 1999 · 1.2K citations · Full text

Empirical Finance, Empirical Correlation Matrices, Asset Pricing +12

RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS

Laurent Laloux, Pierre Cizeau, Marc Potters et al. · International Journal of Theoretical and Applied Finance · 2000 · 415 citations

Empirical Finance, Empirical Correlation Matrices, Financial Economics +12

Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes

Jean‐Philippe Bouchaud, Yuval Gefen, Marc Potters et al. · Quantitative Finance · 2004 · 358 citations

Leverage Effect in Financial Markets: The Retarded Volatility Model

Jean‐Philippe Bouchaud, Andrew Matacz, Marc Potters · Physical Review Letters · 2001 · 323 citations · Full text

Empirical Finance, Volatility Modeling, Financial Economics +9

More statistical properties of order books and price impact

Marc Potters, Jean‐Philippe Bouchaud · Physica A Statistical Mechanics and its Applications · 2003 · 272 citations

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