Capital Fund Management

http://www.cfm.fr/

Key publications:

1. J.-P. Bouchaud, J. D. Farmer, F. Lillo, How markets slowly digest changes in supply and demand, in Handbook of Financial Markets: Dynamics and Evolution, North-Holland, Elsevier (2009)

2. J.-P. Bouchaud, M. Potters, Financial Applications of Random Matrix Theory: a short review, in Handbook on Random Matrix Theory, OUP (to be published)

3. Q. Michard, J.-P. Bouchaud, Theory of collective opinion shifts: from smooth trends to abrupt swings, Eur. Phys. J. B, 47, 151-15 (2005)

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