메뉴 건너뛰기




Volumn 30, Issue 3, 2002, Pages 285-288

Dynamic asset trees and portfolio analysis

Author keywords

89.65. s Social systems; 89.75. k Complex systems; 89.90.+n Other topics in areas of applied and interdisciplinary physics

Indexed keywords


EID: 0041902378     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1140/epjb/e2002-00380-9     Document Type: Article
Times cited : (161)

References (18)
  • 2
    • 0032183369 scopus 로고    scopus 로고
    • S. Gallucio, J. -P. Bouchaud, M. Potters, Physica A 259, 449 (1998); A. Gabor, I. Kondor, Physica A 274, 222 (1999); L. Bongini et al., Eur. Phys. J. B 27, 263 (2002)
    • (1998) Physica A , vol.259 , pp. 449
    • Gallucio, S.1    Bouchaud, J.-P.2    Potters, M.3
  • 3
    • 0343953392 scopus 로고    scopus 로고
    • S. Gallucio, J. -P. Bouchaud, M. Potters, Physica A 259, 449 (1998); A. Gabor, I. Kondor, Physica A 274, 222 (1999); L. Bongini et al., Eur. Phys. J. B 27, 263 (2002)
    • (1999) Physica A , vol.274 , pp. 222
    • Gabor, A.1    Kondor, I.2
  • 4
    • 0042092530 scopus 로고    scopus 로고
    • S. Gallucio, J. -P. Bouchaud, M. Potters, Physica A 259, 449 (1998); A. Gabor, I. Kondor, Physica A 274, 222 (1999); L. Bongini et al., Eur. Phys. J. B 27, 263 (2002)
    • (2002) Eur. Phys. J. B , vol.27 , pp. 263
    • Bongini, L.1
  • 9
    • 18344388346 scopus 로고    scopus 로고
    • L. Laloux et al., Phys. Rev. Lett. 83, 1467 (1999); V. Plerou et al., preprint available at cond-mat/9902283 (1999)
    • (1999) Phys. Rev. Lett. , vol.83 , pp. 1467
    • Laloux, L.1
  • 10
    • 18344388346 scopus 로고    scopus 로고
    • preprint available at cond-mat/9902283
    • L. Laloux et al., Phys. Rev. Lett. 83, 1467 (1999); V. Plerou et al., preprint available at cond-mat/9902283 (1999)
    • (1999) V. Plerou
  • 11
    • 4243981365 scopus 로고    scopus 로고
    • preprint available at cond-mat
    • L. Giada, M. Marsili, preprint available at cond-mat/0204202 (2002)
    • (2002) , pp. 0204202
    • Giada, L.1    Marsili, M.2
  • 12
    • 0043111867 scopus 로고    scopus 로고
    • Standard and Poor's 500 Index, referenced in June
    • Standard and Poor's 500 index at http://www.standardandpoors.com/, referenced in June, 2002
    • (2002)
  • 13
    • 0042610984 scopus 로고    scopus 로고
    • Yahoo referenced in July
    • Yahoo at http://finance.yahoo.com referenced in July, 2001
    • (2001)
  • 14
    • 0043111868 scopus 로고    scopus 로고
    • Basel Committee on Banking Supervision, referenced in September
    • Basel Committee on Banking Supervision at http://www.bis.org/bcbs/, referenced in September, 2001
    • (2001)
  • 16
    • 0038130664 scopus 로고    scopus 로고
    • M. Sc. thesis, Helsinki University of Technology, Helsinki, Finland
    • J.-P. Onnela, Taxonomy of Financial Assets, M. Sc. thesis, Helsinki University of Technology, Helsinki, Finland (2002)
    • (2002) Taxonomy of Financial Assets
    • Onnela, J.-P.1
  • 17
    • 0043111869 scopus 로고    scopus 로고
    • preprint available at cond-mat/9911168
    • S. Drozdz et al., preprint available at cond-mat/9911168 (1999)
    • (1999)
    • Drozdz, S.1
  • 18
    • 0041609078 scopus 로고    scopus 로고
    • Several software packages based on standard procedures are available. We used MATLAB with Financial Toolbox
    • Several software packages based on standard procedures are available. We used MATLAB with Financial Toolbox


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.