Econophysics and Capital Asset Pricing

Splitting the Atom of Systematic Risk

Éditeur :

Palgrave Macmillan

Paru le : 2017-10-04

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 th...
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Collection
n.c

Parution
2017-10-04

Pages
287 pages

EAN papier
9783319634647

Auteur(s) du livre


James Ming Chen holds the Justin Smith Morrill Chair in Law at Michigan State University, USA. His books, Disaster Law and Policy, Postmodern Portfolio Theory, and Finance and the Behavioral Prospect cover a broad range of issues concerning extreme events and risk management, from natural to financial disasters. He is of counsel to the Technology Law Group of Washington, DC; a public member of the Administrative Conference of the United States; and an elected member of the American Law Institute. A magna cum laude graduate of Harvard Law School and a former editor of the Harvard Law Review, Chen also served as a clerk to Justice Clarence Thomas of the Supreme Court of the United States.

Caractéristiques détaillées - droits

EAN PDF
9783319634654
Prix
116,04 €
Nombre pages copiables
2
Nombre pages imprimables
28
Taille du fichier
3574 Ko
EAN EPUB
9783319634654
Prix
116,04 €
Nombre pages copiables
2
Nombre pages imprimables
28
Taille du fichier
737 Ko

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