Benoit B. Mandelbrot, 1924-
Major Works of Benoit Mandelbrot
- Logique, language et theorie de l'information, with Apostel, 1957.
- "The Pareto-Levy Law and the Distribution of Income", 1960, IER.
- "New Methods of Statistical Economics", 1963, JPE.
- "The Variation of Certain Speculative Prices", 1963, J of Business.
- "Forecasts of Future Prices, Unbiased Markets and Martingale Models", 1966, J
of Business
- "When Can Price be Arbitraged Efficiently? A limit to the validity of the
random walk and martingale models", 1971, REStat.
- "Statistical Methodology for Non-Periodic Cycles: from the covariance to R/S
analysis", 1972, Annals Econ. Social Measurement.
- Fractals: form, chance and dimension, 1975.
- The Fractal Geometry of Nature, 1982.
Resources on Benoit Mandelbrot