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Multifractal Financial Markets
Yasmine Hayek Kobeissi
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Description for Multifractal Financial Markets
Paperback. Explores appropriate models for estimating risk and profiting from market swings and allows readers to develop enhanced portfolio management skills and strategies. This title delves into the multifractal market approach to portfolio management through real-world examples and case studies. Series: SpringerBriefs in Finance. Num Pages: 128 pages, 2 black & white illustrations, 23 colour illustrations, 6 black & white tables, biography. BIC Classification: KFF; PBUD. Category: (P) Professional & Vocational. Dimension: 157 x 236 x 10. Weight in Grams: 240.
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.
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.
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag New York Inc. United States
Number of pages
128
Condition
New
Series
SpringerBriefs in Finance
Number of Pages
128
Place of Publication
New York, NY, United States
ISBN
9781461444893
SKU
V9781461444893
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Yasmine Hayek Kobeissi
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 ... Read more
Reviews for Multifractal Financial Markets
From the reviews: “This book introduces an alternative approach to asset and risk management. … it could be useful to those who want to assess recent risk management practices, new trends in the financial industry, and the timeline of the 2007–09 U.S. financial crisis.” (Youngna Choi, Mathematical Reviews, November, 2013)