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Asset Pricing using a Network Approach

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dc.contributor.advisorRestrepo Tobón, Diego Alexander
dc.contributor.advisorPulido Tamayo, Sergio
dc.contributor.authorIsaza Cadavid, Juan Esteban
dc.coverage.spatialMedellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degreeseng
dc.creator.emailjisazac@eafit.edu.cospa
dc.date.accessioned2019-07-26T21:23:29Z
dc.date.available2019-07-26T21:23:29Z
dc.date.issued2019
dc.description.abstractThis paper approaches the U.S. stock market as a network and explains stocks’ returns by taking into account community formation among securities and its centrality inside the network. This approach differs from the ones previously reported in that it analyzes complex systems of connected assets and considers characteristics generally ignored in financial markets.eng
dc.description.degreelevelMaestríaspa
dc.description.degreenameMagíster en Finanzasspa
dc.format.mimetypeapplication/pdf
dc.identifier.ddc332.632 I76
dc.identifier.instnameinstname:Universidad EAFIT
dc.identifier.reponamereponame:Repositorio Institucional Universidad EAFIT
dc.identifier.repourlrepourl:https://repository.eafit.edu.co
dc.identifier.urihttps://hdl.handle.net/10784/13689
dc.language.isoeng
dc.publisherUniversidad EAFITspa
dc.publisher.departmentDepartamento de Finanzasspa
dc.publisher.facultyEscuela de Economía y Finanzasspa
dc.publisher.placeMedellínspa
dc.publisher.programMaestría en Finanzasspa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccess
dc.rights.coarhttp://purl.org/coar/access_right/c_abf2
dc.rights.localAcceso abierto
dc.subjectTeoría de redesspa
dc.subjectMercados financierosspa
dc.subject.keywordNetwork theoryeng
dc.subject.keywordFinancial Marketseng
dc.subject.lembMERCADO DE CAPITALES - ESTADOS UNIDOSspa
dc.titleAsset Pricing using a Network Approach
dc.typeinfo:eu-repo/semantics/masterThesis
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aa
dc.type.localTesis de Maestríaspa
dc.type.redcolhttp://purl.org/redcol/resource_type/TM
dc.type.versioninfo:eu-repo/semantics/acceptedVersion
dspace.entity.typePublication

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Maestría en Ciencias en Finanzas (tesis)