000 02438nam a22004815i 4500
001 978-1-4614-4490-9
003 DE-He213
005 20200420211740.0
007 cr nn 008mamaa
008 120720s2013 xxu| s |||| 0|eng d
020 _a9781461444909
_9978-1-4614-4490-9
024 7 _a10.1007/978-1-4614-4490-9
_2doi
050 4 _aHG1-HG9999
072 7 _aKFF
_2bicssc
072 7 _aBUS027000
_2bisacsh
082 0 4 _a332
_223
100 1 _ahayek kobeissi, yasmine.
_eauthor.
245 1 0 _aMultifractal Financial Markets
_h[electronic resource] :
_bAn Alternative Approach to Asset and Risk Management /
_cby yasmine hayek kobeissi.
264 1 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c2013.
300 _aXVIII, 128 p. 25 illus., 23 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringerBriefs in Finance,
_x2193-1720
505 0 _aTurbulence in the Financial Markets -- The Noisy Chaos Hypothesis -- The Mind Process -- Cycles -- Trading Multifractal Markets -- The Latest Normal .
520 _aMultifractal 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. .
650 0 _aFinance.
650 0 _aEconomics, Mathematical.
650 0 _aMacroeconomics.
650 1 4 _aFinance.
650 2 4 _aFinance, general.
650 2 4 _aMacroeconomics/Monetary Economics//Financial Economics.
650 2 4 _aQuantitative Finance.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781461444893
830 0 _aSpringerBriefs in Finance,
_x2193-1720
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4614-4490-9
912 _aZDB-2-SBE
942 _cEBK
999 _c50589
_d50589