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Macrostate Parameter and Investment Risk Diagrams for 2008 and 2009

Domenii publicaţii > Economie + Tipuri publicaţii > Articol în volumul unei conferinţe

Autori: Anca Gheorghiu, Ion Spânulescu

Editorial: Proceedings of the International Conference on Econophysics, New Economics & Complexity – ENEC-2010, ISSN 2065-2550, p.47-54, 2010.

Rezumat:

In this paper are made some considerations of the application of
phenomenological thermodynamics in risk analysis for the transaction on
financial markets, using the concept of economic entropy and the macrostate
parameter introduced by us in a previous works [15,16]. The investment risk
diagrams for a number of Romanian listed companies in 2008 and 2009
years were calculed. Also, the evolution of the macrostate parameter during
financial and economic crisis in Romania are studied.

Cuvinte cheie: econofizica, piete de capital, entropie, parametrul de macrostare, criza economica // econophysics, stock-exchange markets, entropy, macrostate parameter, economic crisis

URL: http://arxiv.org/ftp/arxiv/papers/1101/1101.4674.pdf