The thermodynamics of portfolios

Edward Piotrowski () and Jan Sladkowski ()

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Abstract: We propose a new method of valuation of portfolios and their respective investing strategies. To this end we define a canonical ensemble of portfolios that allows to use the formalism thermodynamics.

Date: 2000-11
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Citations: View citations in EconPapers (2)

Published in Acta Phys. Pol B32 597 (2001)

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Working Paper: The Thermodynamics of Portfolios
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