papers
Publications (3)
cond-mat.stat-mech1999
Scaling of the distribution of price fluctuations of individual companies
V. Plerou, P. Gopikrishnan, L. A. N. Amaral +2
cond-mat.stat-mech2001
Portfolio Optimization and the Random Magnet Problem
B. Rosenow, V. Plerou, P. Gopikrishnan +1
cond-mat.stat-mech2001
A Random Matrix Approach to Cross-Correlations in Financial Data
V. Plerou, P. Gopikrishnan, B. Rosenow +3