The thermodynamics of portfolios

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dc.creatorPiotrowski, E. W.
dc.creatorSladkowski, J.
dc.date2000-11-16
dc.date.accessioned2026-07-07T12:06:30Z
dc.date.available2026-07-07T12:06:30Z
dc.descriptionWe 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.
dc.description8 pages, LaTeX, appolb.cls is required
dc.identifierhttps://arxiv.org/abs/cond-mat/0011280
dc.identifierhttp://arxiv.org/abs/cond-mat/0011280
dc.identifierActa Phys. Pol B32 597 (2001)
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208671
dc.subjectStatistical Mechanics
dc.subjectPortfolio Management
dc.titleThe thermodynamics of portfolios
dc.typetext

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