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000801121 019__ $$a1005506741$$a1005972845
000801121 020__ $$a9783319634654$$q(electronic book)
000801121 020__ $$a3319634658$$q(electronic book)
000801121 020__ $$z9783319634647
000801121 020__ $$z331963464X
000801121 0247_ $$a10.1007/978-3-319-63465-4$$2doi
000801121 035__ $$aSP(OCoLC)on1005878468
000801121 035__ $$aSP(OCoLC)1005878468$$z(OCoLC)1005506741$$z(OCoLC)1005972845
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000801121 049__ $$aISEA
000801121 050_4 $$aHB137
000801121 08204 $$a330.015195
000801121 1001_ $$aChen, Jim,$$d1966-
000801121 24510 $$aEconophysics and capital asset pricing :$$bsplitting the atom of systematic risk /$$cJames Ming Chen.
000801121 260__ $$aCham, Switzerland :$$bPalgrave Macmillan,$$c2017.
000801121 300__ $$a1 online resource.
000801121 336__ $$atext$$btxt$$2rdacontent
000801121 337__ $$acomputer$$bc$$2rdamedia
000801121 338__ $$aonline resource$$bcr$$2rdacarrier
000801121 347__ $$atext file$$bPDF$$2rda
000801121 4901_ $$aQuantitative perspectives on behavioral economics and finance
000801121 500__ $$aIncludes index.
000801121 506__ $$aAccess limited to authorized users.
000801121 520__ $$aThis 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.--$$cProvided by publisher.
000801121 588__ $$aDescription based on print version record.
000801121 650_0 $$aEconophysics.
000801121 650_0 $$aCapital assets pricing model.
000801121 77608 $$iPrint version:$$z9783319634647$$z331963464X$$w(OCoLC)992746609
000801121 830_0 $$aQuantitative perspectives on behavioral economics and finance.
000801121 852__ $$bebk
000801121 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-63465-4$$zOnline Access$$91397441.1
000801121 909CO $$ooai:library.usi.edu:801121$$pGLOBAL_SET
000801121 980__ $$aEBOOK
000801121 980__ $$aBIB
000801121 982__ $$aEbook
000801121 983__ $$aOnline
000801121 994__ $$a92$$bISE