Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks

Physical Review E

Volumn 96, Issue 3, 2017, Pages

  Squartini, Tiziano ^a   Almog, Assaf ^b,c   Caldarelli, Guido ^a,d,e   Van Lelyveld, Iman ^f,g   Garlaschelli, Diego ^b   Cimini, Giulio ^a,d  

^a IMT SCHOOL FOR ADVANCED STUDIES LUCCA   (Italy)

^b UNIVERSITEIT LEIDEN   (Netherlands)

^c TEL AVIV UNIVERSITY   (Israel)

^d SAPIENZA UNIVERSITY OF ROME   (Italy)

^e CA' FOSCARI UNIVERSITY OF VENICE   (Italy)

^f DE NEDERLANDSCHE BANK   (Netherlands)

^g VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

COMPLEX NETWORKS; ECONOMICS; ENTROPY; FINANCE; FINANCIAL MARKETS; INVESTMENTS; RISK PERCEPTION; SOCIETIES AND INSTITUTIONS; STATISTICAL TESTS;

CAPITAL ASSET PRICING MODEL; CONSTRAINED ENTROPY; EUROPEAN CENTRAL BANK; FINANCIAL INSTITUTION; INVESTMENT PORTFOLIO; RECONSTRUCTION METHOD; RECONSTRUCTION TECHNIQUES; STATISTICAL PHYSICS;

TOPOLOGY;

ARTICLE; ENTROPY; INVESTMENT; RISK ASSESSMENT;

EID: 85030667512     PISSN: 24700045     EISSN: 24700053     Source Type: Journal    
DOI: 10.1103/PhysRevE.96.032315     Document Type: Article

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