Baryonic beta dynamics : an econophysical model of systematic risk
Alternative title: | Dinámica de la beta bariónica : un modelo econofisico de riesgo sistemático |
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Year of publication: |
Enero 2018
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Authors: | Chen, Jim |
Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 36.2018, 1, p. 263-276
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Subject: | CAPM | Small Caps | Value | Beta | Physics | Standard Model | Low-Volatility Anomaly | Equity Risk Premium | Risikoprämie | Risk premium | Betafaktor | Beta risk | Theorie | Theory | Risiko | Risk | Schätzung | Estimation | Ökonophysik | Econophysics |
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