Advanced Search
MyIDEAS: Login to save this paper or follow this series

The Matrix Rate of Return

Contents:

Author Info

  • Anna Zambrzycka

    ()

  • Edward W. Piotrowski

    ()

Abstract

In this paper we give definitions of matrix rates of return which do not depend on the choice of basis describing baskets. We give their economic interpretation. The matrix rate of return describes baskets of arbitrary type and extends portfolio analysis to the complex variable domain. This allows us for simultaneous analysis of evolution of baskets parameterized by complex variables in both continuous and discrete time models.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://alpha.uwb.edu.pl/ep/RePEc/sla/eakjkl/25.pdf
Download Restriction: no

Bibliographic Info

Paper provided by University of Bialtystok, Department of Theoretical Physics in its series Departmental Working Papers with number 25.

as in new window
Length:
Date of creation:
Date of revision:
Handle: RePEc:sla:eakjkl:25

Contact details of provider:
Postal: Institute of Physics, Uniwersytecka 4, Pl-40007 Katowice
Phone: (+48)322588431
Fax: (+48)322588431
Web page: http://physics.uwb.edu.pl/ift/
More information through EDIRC

Related research

Keywords:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. SzczypiƄska, Anna & Piotrowski, Edward W., 2008. "Projective market model approach to AHP decision making," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3982-3986.
  2. Anna Szczypinska & Edward W. Piotrowski, . "Projective Market Model Approach to AHP Decision-Making," Departmental Working Papers 32, University of Bialtystok, Department of Theoretical Physics.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:sla:eakjkl:25. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.