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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: López García, María Nieves, Sánchez Granero, Miguel Ángel, Trinidad Segovia, Juan Evangelista, Puertas López, Antonio Manuel, Nieves López, Francisco Javier de las
التنسيق: info:eu-repo/semantics/article
اللغة:English
منشور في: MDPI 2020
الموضوعات:
econophysics
collective motion
finance
stock market
capital assets pricing model
الوصول للمادة أونلاين:http://hdl.handle.net/10835/8411

الانترنت

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

مواد مشابهة