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Fractional-moment capital asset pricing model - MaRDI portal

Fractional-moment capital asset pricing model (Q603474)

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scientific article; zbMATH DE number 5813371

Language	Label	Description	Also known as
English	Fractional-moment capital asset pricing model	scientific article; zbMATH DE number 5813371

Statements

scholarly article

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Fractional-moment capital asset pricing model (English)

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Chaos, Solitons and Fractals

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publication date

7 November 2010

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MaRDI profile type

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full work available at URL

https://doi.org/10.1016/j.chaos.2009.01.003

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Portfolio Analysis in a Stable Paretian Market

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Stable Paretian models in finance

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Understanding the cubic and half-cubic laws of financial fluctuations

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Theory of Financial Risk and Derivative Pricing

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Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions

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From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series

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A review of \(E\) infinity theory and the mass spectrum of high energy particle physics

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Nonlinear dynamics and infinite dimensional topology in high energy particle physics.

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Gravitational instanton in Hilbert space and the mass of high energy elementary particles

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On Penrose view of transfinite sets and computability and the fractal character of \(E\)-infinity spacetime

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Scale relativity and fractal space-time: applications to quantum physics, cosmology and chaotic systems.

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The scale-relativity program

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Waveguiding and mirroring effects in stochastic self-similar and Cantorian \({\mathcal E}^{(\infty)}\) universe

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Properties of certain symmetric stable distributions

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Wavelet methods in (financial) time-series processing

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Autoregressive Conditional Density Estimation

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.CHAOS.2009.01.003

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Sitelinks

Mathematics(1 entry)

mardi Publication:603474

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