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Econophysics: A new challenge for financial economics? [r-libre/1166]

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

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Content : Accepted Version
 
Item Type: Journal Articles
Refereed: Yes
Status: Published
Abstract: Financial economics was born in the 1960s. It took less than two decades for the new discipline’s main theoretical results to become established, creating what is considered to be mainstream financial economics. Less than thirty years later, a new field of research called “econophysics” was created. This field aims to reinvent modern financial theory and, indirectly, financial economics. This article proposes to study, by an historical analysis, to what extent econophysics today could constitute one of the major theoretical challenges to financial economics. It shows how these two fields have historical similarities, and analyzes how these similarities call the future evolution of financial theory into question.
Depositor: Jovanovic, Franck
Owner / Manager: Franck Jovanovic
Deposited: 08 Sep 2017 18:19
Last Modified: 08 Sep 2017 18:19

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