Econophysics and capital asset pricing: splitting the atom of systematic risk
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Palgrave Macmillan
[2017]
|
| Schriftenreihe: | Quantitative perspectives on behavioral economics and finance
|
| Schlagworte: | |
| Online-Zugang: | BTU01 FAB01 FHA01 FHI01 FHM01 FHN01 FHO01 FHR01 FKE01 FNU01 FRO01 FWS01 FWS02 HTW01 HWR01 UBG01 UBM01 UBT01 UBY01 UEI01 UER01 UPA01 URL des Erstveröffentlichers |
| Beschreibung: | 1 Online-Ressource (xvi, 287 Seiten) |
| ISBN: | 9783319634654 |
| DOI: | 10.1007/978-3-319-63465-4 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV044563452 | ||
| 003 | DE-604 | ||
| 005 | 20220210 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 171102s2017 |||| o||u| ||||||eng d | ||
| 020 | |a 9783319634654 |c Online |9 978-3-319-63465-4 | ||
| 024 | 7 | |a 10.1007/978-3-319-63465-4 |2 doi | |
| 035 | |a (ZDB-2-ECF)9783319634654 | ||
| 035 | |a (OCoLC)1011370606 | ||
| 035 | |a (DE-599)BVBBV044563452 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-859 |a DE-19 |a DE-1043 |a DE-Aug4 |a DE-898 |a DE-861 |a DE-523 |a DE-1049 |a DE-473 |a DE-29 |a DE-863 |a DE-1051 |a DE-862 |a DE-92 |a DE-824 |a DE-2070s |a DE-573 |a DE-M347 |a DE-703 |a DE-706 |a DE-739 |a DE-634 |a DE-188 |a DE-83 | ||
| 084 | |a QK 622 |0 (DE-625)141669: |2 rvk | ||
| 100 | 1 | |a Chen, Jim |d 1966- |e Verfasser |0 (DE-588)171528735 |4 aut | |
| 245 | 1 | 0 | |a Econophysics and capital asset pricing |b splitting the atom of systematic risk |c James Ming Chen |
| 264 | 1 | |a Cham |b Palgrave Macmillan |c [2017] | |
| 264 | 4 | |c © 2017 | |
| 300 | |a 1 Online-Ressource (xvi, 287 Seiten) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Quantitative perspectives on behavioral economics and finance | |
| 650 | 4 | |a Finance | |
| 650 | 4 | |a Economic theory | |
| 650 | 4 | |a Behavioral economics | |
| 650 | 4 | |a Finance | |
| 650 | 4 | |a Behavioral Finance | |
| 650 | 4 | |a Behavioral/Experimental Economics | |
| 650 | 4 | |a Economic Theory/Quantitative Economics/Mathematical Methods | |
| 650 | 0 | 7 | |a Systemrisiko |0 (DE-588)1164452932 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Capital-Asset-Pricing-Modell |0 (DE-588)4121078-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Capital-Asset-Pricing-Modell |0 (DE-588)4121078-5 |D s |
| 689 | 0 | 1 | |a Systemrisiko |0 (DE-588)1164452932 |D s |
| 689 | 0 | 2 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 978-3-319-63464-7 |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-319-63465-4 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-2-ECF | ||
| 940 | 1 | |q ZDB-2-ECF_2017 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029962019 | ||
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l BTU01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FAB01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FHA01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FHI01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FHM01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FHN01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FHO01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FHR01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FKE01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FNU01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FRO01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FWS01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l FWS02 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l HTW01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l HWR01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l UBG01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l UBM01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l UBT01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l UBY01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l UEI01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l UER01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1007/978-3-319-63465-4 |l UPA01 |p ZDB-2-ECF |x Verlag |3 Volltext | |
Datensatz im Suchindex
| DE-BY-FWS_katkey | 662051 |
|---|---|
| _version_ | 1824554625873739776 |
| any_adam_object | |
| author | Chen, Jim 1966- |
| author_GND | (DE-588)171528735 |
| author_facet | Chen, Jim 1966- |
| author_role | aut |
| author_sort | Chen, Jim 1966- |
| author_variant | j c jc |
| building | Verbundindex |
| bvnumber | BV044563452 |
| classification_rvk | QK 622 |
| collection | ZDB-2-ECF |
| ctrlnum | (ZDB-2-ECF)9783319634654 (OCoLC)1011370606 (DE-599)BVBBV044563452 |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-319-63465-4 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04217nmm a2200793zc 4500</leader><controlfield tag="001">BV044563452</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20220210 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">171102s2017 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783319634654</subfield><subfield code="c">Online</subfield><subfield code="9">978-3-319-63465-4</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-319-63465-4</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-2-ECF)9783319634654</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1011370606</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044563452</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-859</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-1043</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-898</subfield><subfield code="a">DE-861</subfield><subfield code="a">DE-523</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-863</subfield><subfield code="a">DE-1051</subfield><subfield code="a">DE-862</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-2070s</subfield><subfield code="a">DE-573</subfield><subfield code="a">DE-M347</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 622</subfield><subfield code="0">(DE-625)141669:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Chen, Jim</subfield><subfield code="d">1966-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)171528735</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Econophysics and capital asset pricing</subfield><subfield code="b">splitting the atom of systematic risk</subfield><subfield code="c">James Ming Chen</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cham</subfield><subfield code="b">Palgrave Macmillan</subfield><subfield code="c">[2017]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2017</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xvi, 287 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Quantitative perspectives on behavioral economics and finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Behavioral economics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Behavioral Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Behavioral/Experimental Economics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic Theory/Quantitative Economics/Mathematical Methods</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Systemrisiko</subfield><subfield code="0">(DE-588)1164452932</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Capital-Asset-Pricing-Modell</subfield><subfield code="0">(DE-588)4121078-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Capital-Asset-Pricing-Modell</subfield><subfield code="0">(DE-588)4121078-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Systemrisiko</subfield><subfield code="0">(DE-588)1164452932</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">978-3-319-63464-7</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-ECF</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-ECF_2017</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029962019</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FAB01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FHI01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FHM01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FHO01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FHR01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FWS01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">FWS02</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">HTW01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">HWR01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-319-63465-4</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-2-ECF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV044563452 |
| illustrated | Not Illustrated |
| indexdate | 2025-02-20T06:54:45Z |
| institution | BVB |
| isbn | 9783319634654 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029962019 |
| oclc_num | 1011370606 |
| open_access_boolean | |
| owner | DE-859 DE-19 DE-BY-UBM DE-1043 DE-Aug4 DE-898 DE-BY-UBR DE-861 DE-523 DE-1049 DE-473 DE-BY-UBG DE-29 DE-863 DE-BY-FWS DE-1051 DE-862 DE-BY-FWS DE-92 DE-824 DE-2070s DE-573 DE-M347 DE-703 DE-706 DE-739 DE-634 DE-188 DE-83 |
| owner_facet | DE-859 DE-19 DE-BY-UBM DE-1043 DE-Aug4 DE-898 DE-BY-UBR DE-861 DE-523 DE-1049 DE-473 DE-BY-UBG DE-29 DE-863 DE-BY-FWS DE-1051 DE-862 DE-BY-FWS DE-92 DE-824 DE-2070s DE-573 DE-M347 DE-703 DE-706 DE-739 DE-634 DE-188 DE-83 |
| physical | 1 Online-Ressource (xvi, 287 Seiten) |
| psigel | ZDB-2-ECF ZDB-2-ECF_2017 |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Palgrave Macmillan |
| record_format | marc |
| series2 | Quantitative perspectives on behavioral economics and finance |
| spellingShingle | Chen, Jim 1966- Econophysics and capital asset pricing splitting the atom of systematic risk Finance Economic theory Behavioral economics Behavioral Finance Behavioral/Experimental Economics Economic Theory/Quantitative Economics/Mathematical Methods Systemrisiko (DE-588)1164452932 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)1164452932 (DE-588)4121078-5 (DE-588)4017195-4 |
| title | Econophysics and capital asset pricing splitting the atom of systematic risk |
| title_auth | Econophysics and capital asset pricing splitting the atom of systematic risk |
| title_exact_search | Econophysics and capital asset pricing splitting the atom of systematic risk |
| title_full | Econophysics and capital asset pricing splitting the atom of systematic risk James Ming Chen |
| title_fullStr | Econophysics and capital asset pricing splitting the atom of systematic risk James Ming Chen |
| title_full_unstemmed | Econophysics and capital asset pricing splitting the atom of systematic risk James Ming Chen |
| title_short | Econophysics and capital asset pricing |
| title_sort | econophysics and capital asset pricing splitting the atom of systematic risk |
| title_sub | splitting the atom of systematic risk |
| topic | Finance Economic theory Behavioral economics Behavioral Finance Behavioral/Experimental Economics Economic Theory/Quantitative Economics/Mathematical Methods Systemrisiko (DE-588)1164452932 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Finance Economic theory Behavioral economics Behavioral Finance Behavioral/Experimental Economics Economic Theory/Quantitative Economics/Mathematical Methods Systemrisiko Capital-Asset-Pricing-Modell Finanzmathematik |
| url | https://doi.org/10.1007/978-3-319-63465-4 |
| work_keys_str_mv | AT chenjim econophysicsandcapitalassetpricingsplittingtheatomofsystematicrisk |