Econophysics and Capital Asset Pricing: Splitting the Atom of Systematic Risk

Part I- The First Generation: Addressing Markets Up and Down 1. Baryonic Beta Dynamics: The Econophysics of Systematic Risk 2. Double- and Single-Sided Risk Measures Part II- The Second Generation: The Strange Charm of Volatility and Correlation 3. Relative Volatility Versus Correlation Tightening 4. Asymmetrical Volatility and Spillover Effects 5. The Low-Volatility Anomaly 6. Correlation Tightening Part III- The Third Generation: Truth and Beauty in Cash-Flow and Discount-Rate Effects 7. The Intertemporal Capital Asset Pricing Model 8. The Equity Premium Puzzle 9. Beta's Cash-Flow and Discount-Rate Components 10. Risk and Uncertainty 11. Short-Term Price Continuation Anomalies 12. Systematic Risk in the Macrocosmos 13. The Baryonic Ladder: The Firm, the Market, and the Economy