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Applications of statistical physics to economics : distributions of wealth and correlations of financial data
Coelho, Ricardo
THESIS 8861 Over the last decade the study of economic and financial problems by the physics community has become very popular. Econophysics describes the application of tools from statistical physics to the study of problems in economics, such as correlations in stock prices or the distribution of wealth in society.In this thesis we have considered two separate topics. First, the distribution of wealth in societies where the emphasis is on examining the power laws that characterise the distribution of wealth and income. And second, the correlations in stock prices, which is linked to asset and portfolio risk management.
Keyword(s): Physics, Ph.D.; Ph.D. Trinity College Dublin
Publication Date:
2009
Type: Doctoral thesis
Peer-Reviewed: Unknown
Language(s): English
Institution: Trinity College Dublin
Citation(s): Ricardo Coelho, 'Applications of statistical physics to economics : distributions of wealth and correlations of financial data', [thesis], Trinity College (Dublin, Ireland). School of Physics, 2009, pp 193
Publisher(s): Trinity College (Dublin, Ireland). School of Physics
Supervisor(s): Hutzler, Stefan
First Indexed: 2019-05-01 06:52:28 Last Updated: 2019-05-01 06:52:28