The thermodynamics of portfolios

Details The thermodynamics of portfolios The thermodynamics of portfolios

2000-11-16

arxiv.org/abs/cond-mat/0011280v1

Acta Phys. Pol B32 597 (2001)

Physics

Condensed Matter

Statistical Mechanics

8 pages, LaTeX, appolb.cls is required

Scientific paper

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.

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