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...

Descripción completa

Detalles Bibliográficos
Autores principales: López-García, María Nieves, Sánchez-Granero, Miguel Angel, Trinidad-Segovia, Juan Evangelista, Puertas, Antonio Manuel, Nieves, Francisco Javier De las
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597241/
https://www.ncbi.nlm.nih.gov/pubmed/33286723
http://dx.doi.org/10.3390/e22090954

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597241/
https://www.ncbi.nlm.nih.gov/pubmed/33286723
http://dx.doi.org/10.3390/e22090954

Ejemplares similares