The matrix rate of return

Physica A: Statistical Mechanics and its Applications

Volumn 382, Issue 1, 2007, Pages 347-353

  Zambrzycka, Anna ^a   Piotrowski, Edward W ^b  

^a UNIVERSITY OF SILESIA   (Poland)

^b UNIVERSITY OF BIALYSTOK   (Poland)

Author keywords

Capital processes; Finance; Harmonic oscillator; Interest rates; Investment techniques

Indexed keywords

FINANCE; LARGE SCALE SYSTEMS; PARAMETER ESTIMATION;

CAPITAL PROCESSES; HARMONIC OSCILLATOR; MATRIX RATES; PORTFOLIO ANALYSIS;

STATISTICAL MECHANICS;

EID: 34249819043     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.02.028     Document Type: Article

References (4)

1. Piotrowski E.W. The matrix rate of return (in Polish), Przegla̧d Statystyczny 46 3 (1999) 339-352
2. M.P. Frank, The Indefinite Logarithm, Logarithmic Units, and the Nature of Entropy, arXiv:physics/0506128 v 1, 2005.
3. Arfken G. Diagonalization of Matrices, Mathematical Methods for Physicists (1985), Academic Press, New York pp. 217-229
4. Mishina A.P., and Proskuryakov I.V. Higher Algebra. Linear Algebra, Polynomials, General Algebra (1965), Pergamon Press, Oxford