Econophysics and Capital Asset Pricing Splitting the Atom of Systematic Risk /
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&q...
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| Language: | English |
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Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2017.
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| Edition: | 1st ed. 2017. |
| Series: | Quantitative Perspectives on Behavioral Economics and Finance,
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| Online Access: | https://doi.org/10.1007/978-3-319-63465-4 |