Multifractal Financial Markets An Alternative Approach to Asset and Risk Management /

• Main Author: hayek kobeissi, yasmine (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Series: SpringerBriefs in Finance,
• Subjects: Finance.; Economics, Mathematical.; Macroeconomics.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.; Quantitative Finance.

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 m...

Table of Contents:

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