Econophysics and Capital Asset Pricing: Splitting the Atom of Systematic Risk - Couverture souple

Name: Econophysics and Capital Asset Pricing: Splitting the Atom of Systematic Risk
Author: Chen, James Ming
ISBN: 9783319875644

Livre 3 sur 5: Quantitative Perspectives on Behavioral Economics and Finance

Chen, James Ming

9783319875644: Econophysics and Capital Asset Pricing: Splitting the Atom of Systematic Risk

Couverture souple

ISBN 10 : 3319875647 ISBN 13 : 9783319875644

Editeur : Palgrave Macmillan, 2018

Afficher les exemplaires de cette �dition comportant l'ISBN

0 D'occasion

11 Neuf

De EUR 102,25

Discusses the novel and controversial topic of econophysics
Looks at systematic risk as a divisible concept, comparable to the building blocks of matter
Approaches capital asset pricing from a dynamic perspective

Les informations fournies dans la section � Synopsis � peuvent faire r�f�rence � une autre �dition de ce titre.

� propos de l'auteur

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.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.

�diteur: Palgrave Macmillan
Date d'�dition: 2018
Langue: anglais
ISBN 10: 3319875647
ISBN 13: 9783319875644
Reliure: Broch�
Nombre de pages: 304
Coordonn�es du fabricant: Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3,69115 Heidelberg, Germany
Heidelberg
69115
Allemagne

R�sultats de recherche pour Econophysics and Capital Asset Pricing: Splitting the...

Image d'archives

Chen:Econophysics and Capital Asset Pri (eng)

Chen, James Ming

Edit� par Palgrave Macmillan, 2018

ISBN 10 : 3319875647 ISBN 13 : 9783319875644

Neuf Couverture souple

impression � la demande

Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie

�valuation du vendeur 5 sur 5 �toiles

Etat : new. Questo � un articolo print on demand. N� de r�f. du vendeur 5eb2fc512915124d53e832530840c36d

Contacter le vendeur

Acheter neuf

EUR 102,25

Exp�dition �EUR 5,50
Exp�dition depuis Italie vers Etats-Unis

Quantit� disponible : Plus de 20 disponibles

Ajouter au panier

Image fournie par le vendeur

Econophysics and Capital Asset Pricing

James Ming Chen

Edit� par Springer International Publishing Aug 2018, 2018

ISBN 10 : 3319875647 ISBN 13 : 9783319875644

Neuf Taschenbuch

impression � la demande

Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 304 pp. Englisch. N� de r�f. du vendeur 9783319875644

Contacter le vendeur

Acheter neuf

EUR 128,39

Exp�dition �EUR 23
Exp�dition depuis Allemagne vers Etats-Unis

Quantit� disponible : 2 disponible(s)

Ajouter au panier

Image fournie par le vendeur

Econophysics and Capital Asset Pricing

James Ming Chen

Edit� par Springer International Publishing, 2018

ISBN 10 : 3319875647 ISBN 13 : 9783319875644

Neuf Couverture souple

impression � la demande

Vendeur : moluna, Greven, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. James Ming Chen holds the Justin Smith Morrill Chair in Law at Michigan State University, USA. His books,&nbspDisaster Law and Policy,&nbspPostmodern Portfolio Theory, and&nbspFinance and the Behavioral Prospect&nbspcover a broad. N� de r�f. du vendeur 448760787

Contacter le vendeur

Acheter neuf

EUR 110,71

Exp�dition �EUR 48,99
Exp�dition depuis Allemagne vers Etats-Unis

Quantit� disponible : Plus de 20 disponibles

Ajouter au panier

Image fournie par le vendeur

Econophysics and Capital Asset Pricing : Splitting the Atom of Systematic Risk

James Ming Chen

Edit� par Springer, 2018

ISBN 10 : 3319875647 ISBN 13 : 9783319875644

Neuf Taschenbuch

Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N� de r�f. du vendeur 9783319875644

Contacter le vendeur

Acheter neuf

EUR 148,23

Exp�dition �EUR 35
Exp�dition depuis Allemagne vers Etats-Unis

Quantit� disponible : 1 disponible(s)

Ajouter au panier

Image fournie par le vendeur

Econophysics and Capital Asset Pricing | Splitting the Atom of Systematic Risk

James Ming Chen

Edit� par Springer, 2018

ISBN 10 : 3319875647 ISBN 13 : 9783319875644

Neuf Taschenbuch

Vendeur : preigu, Osnabr�ck, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Contacter le vendeur

Acheter neuf

EUR 113,45

Exp�dition �EUR 70
Exp�dition depuis Allemagne vers Etats-Unis

Quantit� disponible : 5 disponible(s)

Ajouter au panier

Image fournie par le vendeur

Econophysics and Capital Asset Pricing

James Ming Chen

Edit� par Springer Aug 2018, 2018

ISBN 10 : 3319875647 ISBN 13 : 9783319875644

Neuf Taschenbuch

impression � la demande

Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -Discusses the novel and controversial topic of econophysicsLooks at systematic risk as a divisible concept, comparable to the building blocks of matterApproaches capital asset pricing from a dynamic perspectiveSpringer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 304 pp. Englisch. N� de r�f. du vendeur 9783319875644

Contacter le vendeur