{
  "annotation_id": "d2f1ca29-35de-4b18-bd8f-b6c27b9e2274",
  "date_created": "2026-03-02T18:01:10.252000Z",
  "date_modified": "2026-03-02T18:01:10.252000Z",
  "file_hash": "b7ef8e73c2a3f09cf9c4c3712107339bf05c0ef0251b1f6019c1d5af89e44d2c",
  "private": false,
  "record": {
    "abstract": "In this paper we give definitions of matrix rates of return which do not\ndepend on the choice of basis describing baskets. We give their economic\ninterpretation. The matrix rate of return describes baskets of arbitrary type\nand extends portfolio analysis to the complex variable domain. This allows us\nfor simultaneous analysis of evolution of baskets parameterized by complex\nvariables in both continuous and discrete time models.",
    "arxiv_id": "physics/0607175",
    "authors": [
      "Anna Zambrzycka",
      "Edward W. Piotrowski"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.PM"
    ],
    "doi": "10.1016/j.physa.2007.02.028",
    "title": "The matrix rate of return",
    "url": "https://arxiv.org/abs/physics/0607175"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "3950d290-152b-45d2-bbae-300b9b31a18d",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}