The Forbes 400, the Pareto power-law and efficient markets
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Publication:978846
DOI10.1140/epjb/e2006-00396-1zbMath1189.91122OpenAlexW2086954327MaRDI QIDQ978846
O. S. Klass, O. Malcai, O. Biham, Moshe Levy, Sorin Solomon
Publication date: 25 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1140/epjb/e2006-00396-1
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84) Financial applications of other theories (91G80)
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Cites Work
- Random difference equations and renewal theory for products of random matrices
- Statistical equilibrium wealth distributions in an exchange economy with stochastic preferences.
- Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
- A Model Explaining the Pareto Distribution of Wealth
- Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States
