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Econophysics and Capital Asset Pricing

- Splitting the Atom of Systematic Risk

About Econophysics and Capital Asset Pricing

This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk.

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  • Language:
  • English
  • ISBN:
  • 9783319634647
  • Binding:
  • Hardback
  • Pages:
  • 287
  • Published:
  • October 16, 2017
  • Edition:
  • 12017
  • Weight:
  • 4955 g.
Delivery: 2-3 weeks
Expected delivery: January 23, 2025

Description of Econophysics and Capital Asset Pricing

This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk.

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