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Features
Proprietary trading: truth and fiction - Peter Muller
Defining efficiency in heterogeneous markets - Michel Dacorogna, Ulrich
Müller, Richard Olsen and Olivier Pictet
The taming of the skew - Andrew Smith
Infectious defaults - Mark Davis and Violet Lo
Scholarly approach brings sweeping change - Vanessa Spedding on Robert Merton
Measuring risk-adjusted returns in alternative investments - Hilary Till
Reflections on interaction and markets - Alan Kirman
Risk considerations unique to hedge funds - Hilary Till
The world is our laboratory' - Cosma Shalizi on Myron Scholes
Simple trend-following strategies in currency trading - Jessica James
Research
Financial markets as nonlinear adaptive evolutionary systems - Cars H Hommes
High-frequency cross-correlation in a set of stocks - Giovanni Bonanno,
Fabrizio Lillo and Rosario N Mantegna
Money and Goldstone modes - Per Bak, Simon F Norrelykke and Martin Shubik
Correlated adaptation of agents in a simple market: a statistical physics
perspective - J P Garrahan, E Moro and D Sherrington
On a universal mechanism for long-range volatility correlations -
Jean-Philippe Bouchaud, Irene Giardina and Marc Mezard
Financial networks with intermediation - Anna Nagurney and Ke Ke
Pricing, no-arbitrage bounds and robust hedging of instalment options - Mark
H A Davis, Walter Schachermayer and Robert G Tompkins
On the foundation of performance measures under asymmetric returns -
Christian S Pedersen and Stephen E Satchell
A variance reduction technique based on integral representations - David
Heath and Eckhard Platen
A simulation analysis of the microstructure of double auction markets - Carl
Chiarella and Giulia Iori
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