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Macrostate Parameter and Investment Risk Diagrams for 2008 and 2009

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  • Anca Gheorghiu
  • Ion Sp^anulescu

Abstract

In this paper are made some considerations of the application of phenomenological thermodynamics in risk analysis for the transaction on financial markets, using the concept of economic entropy and the macrostate parameter introduced by us in a previous works [15,16]. The investment risk diagrams for a number of Romanian listed companies in 2008 and 2009 years were calculed. Also, the evolution of the macrostate parameter during financial and economic crisis in Romania are studied.

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  • Anca Gheorghiu & Ion Sp^anulescu, 2011. "Macrostate Parameter and Investment Risk Diagrams for 2008 and 2009," Papers 1101.4674, arXiv.org.
  • Handle: RePEc:arx:papers:1101.4674
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    File URL: http://arxiv.org/pdf/1101.4674
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    1. Ion Spanulescu & Anca Gheorghiu, 2007. "Economic Amplifier - A New Econophysics Model," Papers 0707.3703, arXiv.org.
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