Multifractal Financial Markets, 2013
An Alternative Approach to Asset and Risk Management
SpringerBriefs in Finance Series

Author:

Language: English

Approximative price 52.74 €

In Print (Delivery period: 15 days).

Add to cartAdd to cart
Publication date:
128 p. · 15.5x23.5 cm · Paperback
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.   
​Turbulence in the Financial Markets.- The Noisy Chaos Hypothesis.- The Mind Process.- Cycles.- Trading Multifractal Markets.- The Latest Normal​.

Yasmine Hayek Kobeissi has been working as a financial consultant for large banks and hedge funds since 1995.  Her clients have included such well-known institutions as the Europe Arab Bank, Gulf International Bank, and Groupe Société Générale.  She obtained her Ph.D. in Finance from Université Paris IX Dauphine, and is a frequent lecturer on Futures & Derivatives at St. Joseph University (Beirut).    

Includes supplementary material: sn.pub/extras