S&P 500 returns revisited

Saddlepoint methods in portfolio theory

Scale free effects in world currency exchange network

Scale Invariance, Bounded Rationality and Non-Equilibrium Economics

Scale invariant properties of public debt growth

Scaling and efficiency determine the irreversible evolution of a market

Scaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market

Scaling and memory in the non-poisson process of limit order cancelation

Scaling and memory in the return intervals of realized volatility

Scaling and universality in the position profiles of order cancellations in an emerging stock market

Scaling conditional tail probability and quantile estimators

Scaling in the distribution of intertrade durations of Chinese stocks

Scaling laws of strategic behaviour and size heterogeneity in agent dynamics

Scaling portfolio volatility and calculating risk contributions in the presence of serial cross-correlations

Scaling properties and universality of first-passage time probabilities in financial markets

Schizophrenic Representative Investors

Second Order Risk

Second-order Price Dynamics: Approach to Equilibrium with Perpetual Arbitrage

Second-Order, Dissipative Tâtonnement: Economic Interpretation and 2-Point Limit Cycles

Sectoral Convergence in Output Per Worker Between Portuguese Regions