Asset Pricing using a Network Approach

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dc.contributor.advisorRestrepo Tobón, Diego Alexanderspa
dc.contributor.advisorPulido Tamayo, Sergiospa
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.degreeMagíster en Finanzasspa
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.identifier.ddc332.632 I76
dc.identifier.urihttp://repository.eafit.edu.co/handle/10784/13689
dc.language.isospaspa
dc.publisherUniversidad EAFITspa
dc.publisher.departmentEscuela de Economía y Finanzasspa
dc.publisher.placeMedellínspa
dc.publisher.programMaestría en Finanzasspa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccesseng
dc.rights.localAcceso abiertospa
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 Approacheng
dc.typemasterThesiseng
dc.typeinfo:eu-repo/semantics/masterThesiseng
dc.type.hasVersionacceptedVersioneng
dc.type.localTesis de Maestríaspa

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Maestría en Ciencias en Finanzas (tesis)