Multifractal Financial Markets

Multifractal Financial Markets
By:"yasmine hayek kobeissi"
Published on 2012-07-23 by Springer Science & Business Media

Multifractal Financial Markets \u200bexplores 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.

This Book was ranked 24 by Google Books for keyword the-mis-behaviour-of-markets-a-fractal-view-of-risk-ruin-and-reward.

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