Terra Cognita

A Numerical Study on the Evolution of Portfolio Rules: Is CAPM Fit for Nasdaq?

Licence unknown link only — licence forbids redistribution arxiv

G. Caldarelli (1), M. Piccioni (1), E. Sciubba (2) ((1)INFM, Dip Fisica, "La Sapienza" Rome, Italy, (2) Tinbergen Institute Rotterdam, The Netherlands)

arXiv preprint (cond-mat.stat-mech, cond-mat.soft, q-fin.GN).

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