Show simple item record

dc.contributor.author
Malevergne, Y.
dc.contributor.author
Sornette, Didier
dc.date.accessioned
2017-06-08T15:59:23Z
dc.date.available
2017-06-08T15:59:23Z
dc.date.issued
2007
dc.identifier.issn
0378-4371
dc.identifier.issn
1873-2119
dc.identifier.other
10.1016/j.physa.2007.02.076
dc.identifier.uri
http://hdl.handle.net/20.500.11850/2808
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
asset pricing
dc.subject
no arbitrage
dc.subject
equilibrium
dc.subject
CAPM
dc.subject
APT
dc.subject
market portfolio
dc.subject
self-consistency
dc.subject
PCA
dc.title
Self-consistent asset pricing models
dc.type
Conference Paper
ethz.journal.title
Physica. A
ethz.journal.volume
382
ethz.journal.issue
1
ethz.pages.start
149
ethz.pages.end
171
ethz.event
5th International Conference on Applications of Physics in Financial Analysis (APFA 5)
ethz.event.location
Turin, Italy
ethz.event.date
June 29 - July 1, 2006
ethz.notes
Available online 6 March 2007.
ethz.identifier.wos
ethz.identifier.nebis
001929798
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier / Sornette, Didier
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier / Sornette, Didier
ethz.date.deposited
2017-06-08T15:59:38Z
ethz.source
ECIT
ethz.identifier.importid
imp59364b59c2b2399491
ethz.ecitpid
pub:12750
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T18:24:27Z
ethz.rosetta.lastUpdated
2018-12-02T04:15:59Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Self-consistent%20asset%20pricing%20models&rft.jtitle=Physica.%20A&rft.date=2007&rft.volume=382&rft.issue=1&rft.spage=149&rft.epage=171&rft.issn=0378-4371&1873-2119&rft.au=Malevergne,%20Y.&Sornette,%20Didier&rft.genre=proceeding&
 Search via SFX

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record