Econophysics and Capital Asset Pricing
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Econophysics and Capital Asset Pricing
Splitting the Atom of Systematic Risk
Chen, James Ming
Springer International Publishing AG
08/2018
287
Mole
Inglês
9783319875644
15 a 20 dias
454
Descrição não disponível.
1. Baryonic Beta Dynamics: The Econophysics of Systematic Risk.- 2. Double- and Single-Sided Risk Measures.- 3. Relative Volatility Versus Correlation Tightening.- 4. Asymmetrical Volatility and Spillover Effects.- 5. The Low-Volatility Anomaly.- 6. Correlation Tightening.- 7. The Intertemporal Capital Asset Pricing Model.- 8. The Equity Premium Puzzle.- 9. Beta's Cash-Flow and Discount-Rate Components.- 10. Risk and Uncertainty.- 11. Short-Term Price Continuation Anomalies.- 12. Systematic Risk in the Macrocosmos.- 13. The Baryonic Ladder: The Firm, the Market, and the Economy.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
quantum chromodynamics;quarks;behavioral portfolio theory;SP/A theory;baryons;Fama-French three-factor model;Bowman's risk-return paradox;equity premium puzzle
1. Baryonic Beta Dynamics: The Econophysics of Systematic Risk.- 2. Double- and Single-Sided Risk Measures.- 3. Relative Volatility Versus Correlation Tightening.- 4. Asymmetrical Volatility and Spillover Effects.- 5. The Low-Volatility Anomaly.- 6. Correlation Tightening.- 7. The Intertemporal Capital Asset Pricing Model.- 8. The Equity Premium Puzzle.- 9. Beta's Cash-Flow and Discount-Rate Components.- 10. Risk and Uncertainty.- 11. Short-Term Price Continuation Anomalies.- 12. Systematic Risk in the Macrocosmos.- 13. The Baryonic Ladder: The Firm, the Market, and the Economy.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
