James Ming Chen

eBook, PDF

Econophysics and Capital Asset Pricing (eBook, PDF)

Splitting the Atom of Systematic Risk

Beschreibung

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

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 3.58MB

Barrierefreiheit

• Text-to-Speech

Autor

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.

Produktdetails

• Verlag: Springer International Publishing
• Seitenzahl: 287
• Erscheinungstermin: 4. Oktober 2017
• Englisch
• ISBN-13: 9783319634654
• Artikelnr.: 53063863

Rezensionen

"The book is more suitable for market practitioners than for financial mathematicians since the mathematical description is relatively well known. It can, however, shed new light on the well-known and widely used CAPM and maybe motivate some practitioners to adopt more accurate models of capital asset pricing. Therefore I recommend this book for readers who have not encountered econophysics yet and who are not familiar with advanced mathematical models of asset pricing." (Jan Korbel, Mathematical Reviews, October, 2019)