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Multifractal Financial Markets

An Alternative Approach to Asset and Risk Management

Language EnglishEnglish
Book Paperback
Book Multifractal Financial Markets Yasmine Hayek Kobeissi
Libristo code: 01428037
Publishers Springer-Verlag New York Inc., July 2012
Multifractal Financial Markets explores appropriate models for estimating risk and profiting from ma... Full description
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Multifractal Financial Markets explores appropriate models for estimating risk and profiting from market swings, allowing readers to develop enhanced portfolio management skills and strategies. Fractals in finance allow us to understand market instability and persistence. When applied to financial markets, these models produce the requisite amount of data necessary for gauging market risk in order to mitigate loss. This brief delves deep into the multifractal market approach to portfolio management through real-world examples and case studies, providing readers with the tools they need to forecast profound shifts in market activity.

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About the book

Full name Multifractal Financial Markets
Language English
Binding Book - Paperback
Date of issue 2012
Number of pages 128
EAN 9781461444893
ISBN 1461444896
Libristo code 01428037
Weight 240
Dimensions 236 x 157 x 10
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