Multifractal Financial Markets [electronic resource] : An Alternative Approach to Asset and Risk Management / by yasmine hayek kobeissi.

By:

hayek kobeissi, yasmine [author.]

Contributor(s):

SpringerLink (Online service)

Series: SpringerBriefs in FinancePublisher: New York, NY : Springer New York : Imprint: Springer, 2013Description: XVIII, 128 p. 25 illus., 23 illus. in color. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781461444909

Subject(s):

Genre/Form:

Electronic books.

Additional physical formats: Printed edition:: No titleDDC classification:

332 23

LOC classification:

HG1-HG9999

Online resources:

Click here to access online

Contents:

Turbulence in the Financial Markets -- The Noisy Chaos Hypothesis -- The Mind Process -- Cycles -- Trading Multifractal Markets -- The Latest Normal .

In: Springer eBooksSummary: 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. .

Item type:

eBooks

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Turbulence in the Financial Markets -- The Noisy Chaos Hypothesis -- The Mind Process -- Cycles -- Trading Multifractal Markets -- The Latest Normal .

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. .