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Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks

Squartini, T.; Almog, A.; Caldarelli, G.; Lelyveld, I. van; Garlaschelli, D.; Cimini, G. (2017)

Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks

Article / Letter to editor

All authors: Squartini, T.; Almog, A.; Caldarelli, G.; Lelyveld, I. van; Garlaschelli, D.; Cimini, G.

Date: 2017

Journal: Physical Review E

Volume: 96

Pages: 032315

DOI: doi:10.1103/PhysRevE.96.032315

Link: https://arxiv.org/abs/1606.07684