Multifractal Financial Markets
Author | : Yasmine Hayek Kobeissi |
Publisher | : Springer Science & Business Media |
Total Pages | : 137 |
Release | : 2012-07-23 |
ISBN-10 | : 9781461444909 |
ISBN-13 | : 146144490X |
Rating | : 4/5 (09 Downloads) |
Download or read book Multifractal Financial Markets written by Yasmine Hayek Kobeissi and published by Springer Science & Business Media. This book was released on 2012-07-23 with total page 137 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.