Multifractal financial markets an alternative approach to asset and risk management
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 m...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer
2012, c2013.
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| Edición: | 1st ed. 2013. |
| Colección: | SpringerBriefs in Finance,
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009457575406719 |
| Sumario: | 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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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (137 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781283624213 9786613936660 9781461444909 |
