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Econophysics and Capital Asset Pricing

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  • James Ming Chen

    (Michigan State University)

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  • James Ming Chen, 2017. "Econophysics and Capital Asset Pricing," Quantitative Perspectives on Behavioral Economics and Finance, Palgrave Macmillan, number 978-3-319-63465-4, February.
    • Handle: RePEc:pal:qpobef:978-3-319-63465-4
    DOI: 10.1007/978-3-319-63465-4
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    2. Ming Chen, James, 2018. "Baryonic Beta Dynamics: An Econophysical Model of Systematic Risk/Dinámica de la Beta Bariónica: Un modelo Econofísico de Riesgo Sistemático," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 263-276, Enero.

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