Multifractal Financial Markets

An Alternative Approach to Asset and Risk Management

  • yasmine hayek kobeissi

Part of the SpringerBriefs in Finance book series (BRIEFSFINANCE)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Yasmine Hayek Kobeissi
    Pages 1-15
  3. Yasmine Hayek Kobeissi
    Pages 17-32
  4. Yasmine Hayek Kobeissi
    Pages 33-55
  5. Yasmine Hayek Kobeissi
    Pages 57-67
  6. Yasmine Hayek Kobeissi
    Pages 69-91
  7. Yasmine Hayek Kobeissi
    Pages 93-107
  8. Back Matter
    Pages 109-128

About this book

Introduction

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.   

Keywords

Fractal Fractal Geometry Multifractal Markets Non-Linear Economics Risk Management Sovereign Debt Volatility

Authors and affiliations

  • yasmine hayek kobeissi
    • 1
  1. 1.LondonUnited Kingdom

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4614-4490-9
  • Copyright Information The Author(s) 2013
  • Publisher Name Springer, New York, NY
  • eBook Packages Business and Economics
  • Print ISBN 978-1-4614-4489-3
  • Online ISBN 978-1-4614-4490-9
  • Series Print ISSN 2193-1720
  • Series Online ISSN 2193-1739
  • About this book
Industry Sectors
Pharma
Automotive
Chemical Manufacturing
Biotechnology
Oil, Gas & Geosciences