Picture of Franck Jovanovic


Publications & Presentations

This section shows the documents (if any) that are available in R-libre, TELUQ's open access research publication repository.

Journal articles (refereed)

Ausloos, Marcel; Jovanovic, Franck, & Schinckus, Christophe (2016). On the "usual" misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis. International Review of Financial Analysis, 47, 7-14. https://doi.org/10.1016/j.irfa.2016.05.009

Jovanovic, Franck; Andreadakis, Stelios, & Schinckus, Christophe (2016). Efficient market hypothesis and fraud on the market theory: A new perspective for class actions. Research in International Business and Finance, 38, 177-190. https://doi.org/10.1016/j.ribaf.2016.04.003

Jovanovic, Franck, & Schinckus, Christophe (2016). Breaking down the barriers between econophysics and financial economics. International Review of Financial Analysis, 47, 256–266. https://doi.org/10.1016/j.irfa.2016.03.001

Bucsa, Gigel; Haven, Émanuel; Jovanovic, Franck, & Schinckus, Christophe (2014). The optimal hedge ratio in option pricing: The case of exponentially truncated Lévy stable distribution. Theoretical Economics Letters, 4, 760-766.

Jovanovic, Franck, & Schinckus, Christophe (2013). Econophysics: A new challenge for financial economics?. Journal of the History of Economic Thought, 35 (3), 319-352. https://doi.org/10.1017/S1053837213000205

Jovanovic, Franck, & Schinckus, Christophe (2013). The History of econophysics’ emergence: A new approach in modern financial theory. History of Political Economy, 45 (3), 443-474. https://doi.org/10.1215/00182702-2334758

Jovanovic, Franck, & Schinckus, Christophe (2013). Towards a transdisciplinary econophysics. Journal of Economic Methodology, 20 (2), 164-183. dx.doi.org/10.1080/1350178X.2013.801561

Jovanovic, Franck (2012). Bachelier: Not the forgotten forerunner he has been depicted as: An analysis of the dissemination of Louis Bachelier’s work in economics. European Journal of the History of Economic Thought, 19 (3), 431-451. dx.doi.org/10.1080/09672567.2010.540343

Bucsa, Gigel; Jovanovic, Franck, & Schinckus, Christophe (2011). A unified econophysics for price return distributions used in econophysics. Physica A: Statistical Mechanics and its Applications, 390 (20), 3435-3443.

Jovanovic, Franck (2009). L’institutionnalisation de l’économie financière : perspectives historiques. Revue d’Histoire des Sciences Humaines, 20, 3-9.

Jovanovic, Franck (2009). Le modèle de marche aléatoire dans l’économie financière de 1863 à 1976. Revue d’Histoire des Sciences Humaines, 20, 51-78.

Jovanovic, Franck (2008). The construction of the canonical history of financial economics. History of Political Economy, 40 (2), 213-242.

Jovanovic, Franck (2006). Was there a “vernacular science of financial markets” in France during the nineteenth century? A comment on Preda’s “Informative prices, rational investors”. History of Political Economy, 38 (3), 531-545.

Jovanovic, Franck (2004). Éléments bibliographiques inédits sur Jules Regnault (1834-1894), inventeur du modèle de marche aléatoire pour représenter les variations boursières. Revue d’Histoire des Sciences Humaines, 11, 215-229.

Jovanovic, Franck (2001). Pourquoi l’hypothèse de marche aléatoire en théorie financière? Les raisons historiques d’un choix éthique. Revue d’Economie Financière, 61 (1), 203-211.

Jovanovic, Franck, & Le Gall, Philippe (2001). Does God practice a random walk? The "financial physics" of a 19th century forerunner, Jules Regnault. European Journal of the History of Economic Thought, 8 (3), 332-362.

Jovanovic, Franck, & Le Gall, Philippe (2001). March to numbers: The statistical style of Lucien March. History of Political Economy, 33 (annual), 86-100. https://doi.org/10.1215/00182702-33-Suppl_1-86

Jovanovic, Franck (2000). L’origine de la théorie financière : une réévaluation de l’apport de Louis Bachelier. Revue d’économie politique, 110 (3), 395-418.

Book chapters

Jovanovic, Franck (2012). Finance in modern economic thought. In The Oxford Handbook of the Sociology of Finance (p. 546-566). Oxford : Oxford University Press.

Jovanovic, Franck (2007). The role of the CAPM and MM theorems in the rise of a scientific community. In Pioneers of Financial Economics: Twentieth Century Contributions (p. 157-169). Cheltenham : Edward Elgar.