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Multifractal Financial Markets: An Alternative Approach to Asset and Risk Management: SpringerBriefs in Finance

Autor Yasmine Hayek Kobeissi
en Limba Engleză Paperback – 21 iul 2012
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.   
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Specificații

ISBN-13: 9781461444893
ISBN-10: 1461444896
Pagini: 146
Ilustrații: XVIII, 128 p. 25 illus., 23 illus. in color.
Dimensiuni: 155 x 235 x 20 mm
Greutate: 0.23 kg
Ediția:2013
Editura: Springer
Colecția Springer
Seria SpringerBriefs in Finance

Locul publicării:New York, NY, United States

Public țintă

Research

Cuprins

​Turbulence in the Financial Markets.- The Noisy Chaos Hypothesis.- The Mind Process.- Cycles.- Trading Multifractal Markets.- The Latest Normal​.

Recenzii

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)

Notă biografică

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).    

Caracteristici

Includes supplementary material: sn.pub/extras