A New Look on Financial Markets Co-Movement through Cooperative Dynamics in Many-Body Physics

A New Look on Financial Markets Co-Movement through Cooperative Dynamics in Many-Body Physics

One of the main contributions of the Capital Assets Pricing Model (CAPM) to portfolio theory was to explain the correlation between assets through its relationship with the market index. According to this approach, the market index is expected to explain the co-movement between two different stocks...

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書誌詳細
主要な著者: López García, María Nieves, Sánchez Granero, Miguel Ángel, Trinidad Segovia, Juan Evangelista, Puertas López, Antonio Manuel, Nieves López, Francisco Javier de las
フォーマット: info:eu-repo/semantics/article
言語:English
出版事項: MDPI 2020
主題:
econophysics
collective motion
finance
stock market
capital assets pricing model
オンライン･アクセス:http://hdl.handle.net/10835/8411

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http://hdl.handle.net/10835/8411

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