An Outlook on Correlations in Stock Prices

  • Anirban Chakraborti
Part of the New Economic Windows book series (NEW)


We present an outlook of the studies on correlations in the price time-series of stocks, discussing the construction and applications of “asset tree”. The topic discussed here should illustrate how the complex economic system (financial market) enrichens the list of existing dynamical systems that physicists have been studying for long.


Stock Price Minimum Span Tree Window Width Central Vertex Portfolio Optimization Problem 
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Copyright information

© Springer-Verlag Italia 2006

Authors and Affiliations

  • Anirban Chakraborti
    • 1
  1. 1.Department of PhysicsBanaras Hindu UniversityVaranasiIndia

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