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Econophysics and Financial Economics – An Emerging Dialogue | Oxford Scholarship Online
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Econophysics and Financial Economics: An Emerging Dialogue

Franck Jovanovic and Christophe Schinckus

Abstract

How can we create a profitable dialogue between financial economists and econophysicists? This book moves beyond the disciplinary frontiers in order to initiate the development of a common theoretical framework that makes sense for both traditionally trained financial economists and econophysicists. Unlike other publications dedicated to econophysics, this book is written by two financial economists, and it situates econophysics in the evolution of financial economics. The major issues that concern the collaboration between the two fields are analyzed in detail. More specifically, this book ex ... More

Keywords: econophysics, foundations of financial economics, foundations of econophysics, statistical physics applied to finance, power laws in finance, interdisciplinarity, efficient-market hypothesis, scaling law, stable Lvy processes, Gaussian distribution

Bibliographic Information

Print publication date: 2017 Print ISBN-13: 9780190205034
Published to Oxford Scholarship Online: December 2016 DOI:10.1093/acprof:oso/9780190205034.001.0001

Authors

Affiliations are at time of print publication.

Franck Jovanovic, author
Professor, TELUQ, School of Administrative Sciences, University of Quebec in Montreal

Christophe Schinckus, author
Lecturer in Finance, School of Management, University of Leicester