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
Link To Document :
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