Path integral for equities: Dynamic correlation and empirical analysis-Reference-Cited by-同舟云学术

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Path integral for equities: Dynamic correlation and empirical analysis

Published:2012-02 Issue:4 Volume:391 Page:1408-1427
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Baaquie Belal E.,Cao Yang,Lau Ada,Tang Pan

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference8 articles.

1. Theory of Asset Pricing;Pennacchi,2007

2. Stochastic Portfolio Theory;Fernholz,2002

3. Modern Portfolio Theory and Investment Analysis;Elton,1993

4. Belal E. Baaquie, Portfolio evolution driven by a two dimensional stochastic (quantum) field, Working Paper, 2007.

5. Quantum Finance;Baaquie,2004

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