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Ilija Ivan Zovko

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Personal Details

First Name:Ilija
Middle Name:Ivan
Last Name:Zovko
Suffix:
RePEc Short-ID:pzo8
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http://www.santafe.edu/~zovko

Affiliation

(in no particular order)

Santa Fe Institute

Santa Fe, New Mexico (United States)
http://www.santafe.edu/
RePEc:edi:epstfus (more details at EDIRC)

Center for Nonlinear Dynamics in Economics and Finance (CeNDEF)
Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business)
Universiteit van Amsterdam (University of Amsterdam)

Amsterdam, Netherlands
http://www1.fee.uva.nl/cendef/
RePEc:edi:cnuvanl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ilija I. Zovko, 2020. "Matching in size: How market impact depends on the concentration of trading," Papers 2012.10262, arXiv.org.
  2. Ilija I. Zovko, 2017. "Navigating dark liquidity (How Fisher catches Poisson in the Dark)," Papers 1710.06350, arXiv.org.
  3. Cyril Coste & Raphaël Douady & Ilija I. Zovko, 2011. "The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00666234, HAL.
  4. Cyril Coste & Raphael Douady & Ilija I. Zovko, 2009. "The StressVaR: A New Risk Concept for Superior Fund Allocation," Papers 0911.4030, arXiv.org.
  5. Ilija I. Zovko & J. Doyne Farmer, 2007. "Correlations and clustering in the trading of members of the London Stock Exchange," Papers 0709.3261, arXiv.org.
  6. Ilija I. Zovko, 2004. "Network properties of trading," Computing in Economics and Finance 2004 328, Society for Computational Economics.
  7. J. Doyne Farmer & Paolo Patelli & Ilija I. Zovko, 2003. "The Predictive Power of Zero Intelligence in Financial Markets," Papers cond-mat/0309233, arXiv.org, revised Feb 2004.

Articles

  1. Ilija Zovko & J Doyne Farmer, 2002. "The power of patience: a behavioural regularity in limit-order placement," Quantitative Finance, Taylor & Francis Journals, vol. 2(5), pages 387-392.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (2) 2017-10-22 2021-01-11
  2. NEP-CTA: Contract Theory and Applications (1) 2017-10-22
  3. NEP-RMG: Risk Management (1) 2009-11-27

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