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

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Authors: Tiziano Squartini, Assaf Almog, Guido Caldarelli, Iman van Lelyveld, Diego Garlaschelli, Giulio Cimini

Journal title: Physical Review E

Journal number: 96/3

Journal publisher: APS Physics -Physical review

Published year: 2017

DOI identifier: 10.1103/physreve.96.032315

ISSN: 2470-0045