Forecasting Efficient Risk/Return Frontier for Equity Risk with a KTAP Approach—A Case Study in Milan Stock Exchange
We introduce and discuss a dynamics of interaction of risky assets in a portfolio by resorting to methods of statistical mechanics developed to model the evolution of systems whose microscopic state may be augmented by variables which are not mechanical. Statistical methods are applied in the presen...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-08-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/11/8/1055 |