Sector analysis for a FTSE portfolio of stocks-Reference-Cited by-同舟云学术

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Sector analysis for a FTSE portfolio of stocks

Published:2007-01 Issue: Volume:373 Page:615-626
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:

Coelho R.,Hutzler S.,Repetowicz P.,Richmond P.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference16 articles.

1. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2001

2. Theory of Financial Risk and Derivative Pricing;Bouchaud,2003

3. Evolution of Networks: From Biological Nets to the Internet and WWW;Dorogovtsev,2003

4. V. Tola, F. Lillo, M. Gallegati, R.N. Mantegna, preprint physics/0507006.

5. Dynamics of market correlations: Taxonomy and portfolio analysis

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