Econophysics and capital asset pricing : splitting the atom of systematic risk /: splitting the atom of systematic risk. (2017)

• Record Type: Book
• Further Information: Note: James Ming Chen.
• Authors: Chen, Jim, 1966-
• Contents: Part I- The First Generation: Addressing Markets Up and Down1. Baryonic Beta Dynamics: The Econophysics of Systematic Risk 2. Double- and Single-Sided Risk MeasuresPart II- The Second Generation: The Strange Charm of Volatility and Correlation3. Relative Volatility Versus Correlation Tightening4. Asymmetrical Volatility and Spillover Effects5. The Low-Volatility Anomaly6. Correlation TighteningPart III- The Third Generation: Truth and Beauty in Cash-Flow and Discount-Rate Effects7. The Intertemporal Capital Asset Pricing Model8. The Equity Premium Puzzle9. Beta's Cash-Flow and Discount-Rate Components10. Risk and Uncertainty11. Short-Term Price Continuation Anomalies12. Systematic Risk in the Macrocosmos13. The Baryonic Ladder: The Firm, the Market, and the Economy.
• Publisher Details: Basingstoke, Hampshire : Palgrave Macmillan
• Publication Date: 2017
• Extent: 1 online resource
• Subjects: 330.015195; Econophysics
• Languages: English
• ISBNs: 9783319634654
• Related ISBNs: 9783319634647
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.