Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.12128/7231| 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. |
| URI: | http://hdl.handle.net/20.500.12128/7231 |
| ISSN: | 0587-4254 |
| Appears in Collections: | Artykuły (WNŚiT) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Piotrowski_The_thermodynamics.pdf | 315,8 kB | Adobe PDF | View/Open |
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