The thermodynamics of portfolios

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We propose a new method of valuation of portfolios and their respective investing strategies. To this end we define a canonical ensemble of portfolios that allows to use the formalism thermodynamics.
8 pages, LaTeX, appolb.cls is required

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Statistical Mechanics, Portfolio Management

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http://salesiana.dossiersoluciones.com/handle/123456789/208671

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/0011280
 http://arxiv.org/abs/cond-mat/0011280
 Acta Phys. Pol B32 597 (2001)

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arXiv