The Matrix Rate of Return
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Zambrzycka, Anna & Piotrowski, Edward W., 2007. "The matrix rate of return," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 347-353.
- Anna Zambrzycka & Edward W. Piotrowski, 2006. "The matrix rate of return," Papers physics/0607175, arXiv.org.
References listed on IDEAS
- Zambrzycka, Anna & Piotrowski, Edward W., 2007.
"The matrix rate of return,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 347-353.
- Anna Zambrzycka & Edward W. Piotrowski, "undated". "The Matrix Rate of Return," Departmental Working Papers 25, University of Bialtystok, Department of Theoretical Physics.
- Anna Zambrzycka & Edward W. Piotrowski, 2006. "The matrix rate of return," Papers physics/0607175, arXiv.org.
- Edward W. Piotrowski, "undated". "The Matrix Rate of Return (in Polish)," Departmental Working Papers 109pl, University of Bialtystok, Department of Theoretical Physics.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Zambrzycka, Anna & Piotrowski, Edward W., 2007.
"The matrix rate of return,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 347-353.
- Anna Zambrzycka & Edward W. Piotrowski, "undated". "The Matrix Rate of Return," Departmental Working Papers 25, University of Bialtystok, Department of Theoretical Physics.
- Anna Zambrzycka & Edward W. Piotrowski, 2006. "The matrix rate of return," Papers physics/0607175, arXiv.org.
- Piotrowski, Edward W. & Sładkowski, Jan, 2007.
"Geometry of financial markets—Towards information theory model of markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 228-234.
- Edward W. Piotrowski & Jan Sladkowski, "undated". "Geometry of Financial Markets - Towards Information Theory Model of Markets," Departmental Working Papers 26, University of Bialtystok, Department of Theoretical Physics.
- Edward W. Piotrowski & Jan Sladkowski, 2006. "Geometry of Financial Markets -- Towards Information Theory Model of Markets," Papers physics/0607236, arXiv.org.
- Szczypińska, Anna & Piotrowski, Edward W., 2008.
"Projective market model approach to AHP decision making,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3982-3986.
- Anna Szczypinska & Edward W. Piotrowski, "undated". "Projective Market Model Approach to AHP Decision-Making," Departmental Working Papers 32, University of Bialtystok, Department of Theoretical Physics.
- Anna Szczypinska & Edward W. Piotrowski, 2007. "Projective Market Model Approach to AHP Decision-Making," Papers 0709.4358, arXiv.org, revised Nov 2007.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Piotrowski, Edward W. & Sładkowski, Jan, 2007.
"Geometry of financial markets—Towards information theory model of markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 228-234.
- Edward W. Piotrowski & Jan Sladkowski, "undated". "Geometry of Financial Markets - Towards Information Theory Model of Markets," Departmental Working Papers 26, University of Bialtystok, Department of Theoretical Physics.
- Edward W. Piotrowski & Jan Sladkowski, 2006. "Geometry of Financial Markets -- Towards Information Theory Model of Markets," Papers physics/0607236, arXiv.org.
- Szczypińska, Anna & Piotrowski, Edward W., 2008.
"Projective market model approach to AHP decision making,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3982-3986.
- Anna Szczypinska & Edward W. Piotrowski, "undated". "Projective Market Model Approach to AHP Decision-Making," Departmental Working Papers 32, University of Bialtystok, Department of Theoretical Physics.
- Anna Szczypinska & Edward W. Piotrowski, 2007. "Projective Market Model Approach to AHP Decision-Making," Papers 0709.4358, arXiv.org, revised Nov 2007.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2006-09-16 (Finance)
- NEP-RMG-2006-09-16 (Risk Management)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sla:eakjkl:25. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/epslapl.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.