Person

David Sébastien Morton de Lachapelle

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Related publications (3)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Modern Portfolio Theory Revisited

David Sébastien Morton de Lachapelle

In the first place the behavior of (online) traders on markets is analyzed and modeled, and it is shown that the average investor behaves as a mean-variance optimizer in finance. Within this description, transaction costs play a key role in explaining obse ...
EPFL2012

Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior

Damien Challet, David Sébastien Morton de Lachapelle

Despite the availability of very detailed data on financial markets, agent-based modeling is hindered by the lack of information about real trader behavior. This makes it impossible to validate agent-based models, which are thus reverse-engineering attempt ...
Institute of Physics (IoP) and Deutsche Physikalische Gesellschaft2010

Uncovering the topology of configuration space networks

Paolo De Los Rios, David Gfeller, David Sébastien Morton de Lachapelle

The configuration space network (CSN) of a dynamical system is an effective approach to represent the ensemble of configurations sampled during a simulation and their dynamic connectivity. To elucidate the connection between the CSN topology and the underl ...
2007

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