Econophysics and Capital Asset Pricing Splitting the Atom of Systematic Risk /
This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk. Much of the frustration with beta stems from the failure to disaggregate its discrete components; conventional beta is often treated as if it were "atomic&q...
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| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2017.
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| Σειρά: | Quantitative Perspectives on Behavioral Economics and Finance
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
