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Title: The thermodynamics of portfolios
Authors: Piotrowski, E. W
Sładkowski, Jan
Keywords: formalism of thermodynamics; thermodynamics
Issue Date: 2001
Citation: Acta Physica Polonica. B, 2001, no. 2, s. 597-604
Abstract: We propose a new method of valuation of portfolios and their respective investing strategies. To this end we define a canonical ensemble of portfolios th a t allows to use the formalism of thermodynamics.
ISSN: 0587-4254
Appears in Collections:Artykuły (WNŚiT)

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