Empirical properties of the variety of a financial portfolio and the single-index model

European Physical Journal B

Volumn 20, Issue 4, 2001, Pages 503-509

  Lillo, F ^b   Mantegna, R N ^a  

^a UNIVERSITY OF PALERMO   (Italy)

^b NONE

Author keywords

02.50.Ey Stochastic processes; 05.40. a Fluctuation phenomena, random processes, noise, and Brownian motion; 89.90.+n Other topics in areas of applied and interdisciplinary physics

Indexed keywords

EID: 0001312363     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1007/s100510170229     Document Type: Article

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