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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Bibliografiska uppgifter
Huvudupphovsmän: López García, María Nieves, Sánchez Granero, Miguel Ángel, Trinidad Segovia, Juan Evangelista, Puertas López, Antonio Manuel, Nieves López, Francisco Javier de las
Materialtyp: info:eu-repo/semantics/article
Språk:English
Publicerad: MDPI 2020
Ämnen:
econophysics
collective motion
finance
stock market
capital assets pricing model
Länkar:http://hdl.handle.net/10835/8411

Internet

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

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