Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Econophysics And Capital Asset Pricing: Splitting The Atom Of Systematic RiskISBN13:9783319634647ISBN10:331963464XAuthor:Chen, James Ming (Author)Description:This Book Rehabilitates Beta As A Definition Of Systemic Risk By Using Particle Physics To Evaluate Discrete Components Of Financial Risk Much Of The Frustration With Beta Stems From The Failure To Disaggregate Its Discrete Components; Conventional Beta Is Often Treated As If It Were Atomic In The Original Greek Sense: Uncut And Indivisible By Analogy To The Standard Model Of Particle Physics Theory's Three Generations Of Matter And The Three-Way Interaction Of Quarks, Chen Divides Beta As The Fundamental Unit Of Systemic Financial Risk Into Three Matching Pairs Of Baryonic Components The Resulting Econophysics Of Beta Explains No Fewer Than Three Of The Most Significant Anomalies And Puzzles In Mathematical Finance Moreover, The Model's Three-Way Analysis Of Systemic Risk Connects The Mechanics Of Mathematical Finance With Phenomena Usually Attributed To Behavioral Influences On Capital Markets Adding Consideration Of Volatility And Correlation, And Of The Distinct Cash Flow And Discount Rate Components Of Systematic Risk, Harmonizes Mathematical Finance With Labor Markets, Human Capital, And Macroeconomics Binding:Hardcover, HardcoverPublisher:PALGRAVE MACMILLAN LTDPublication Date:2017-10-17Weight:1.13 lbsDimensions:0.69'' H x 8.27'' L x 5.83'' WNumber of Pages:287Language:English
Price: 122.99 USD
Location: USA
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Book Title: Econophysics and Capital Asset Pricing : Splitting the Atom of Systematic Risk
Item Length: 8.3in
Item Width: 5.8in
Author: James Ming Chen
Format: Hardcover
Language: English
Topic: Marketing / General, Economic History, Organizational Behavior, Investments & Securities / Portfolio Management, Finance / General, Economics / Theory
Publisher: Springer International Publishing A&G
Publication Year: 2017
Genre: Business & Economics
Item Weight: 174.8 Oz
Number of Pages: Xvi, 287 Pages
