Title of article
The matrix rate of return
Author/Authors
Anna Zambrzycka، نويسنده , , Edward W. Piotrowski، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
7
From page
347
To page
353
Abstract
In this paper we give definitions of matrix rates of return which do not depend on the choice of basis describing baskets. We give their economic interpretation. The matrix rate of return describes baskets of arbitrary type and extends portfolio analysis to the complex variable domain. This allows us for simultaneous analysis of evolution of baskets parameterized by complex variables in both continuous and discrete time models.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2007
Journal title
Physica A Statistical Mechanics and its Applications
Record number
871825
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