Multifractal financial markets. An alternative approach to asset and risk management

DOI10.1007/978-1-4614-4490-9MaRDI QIDQ456903zbMATHOpenAlexFDO

Authors Yasmine Hayek Kobeissi

Publication date 16 October 2012

Published in SpringerBriefs in Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-4490-9

zbMATH Keywords

risk managementfractalsasset management

Mathematics Subject Classification ID

One- and multidimensional scaling in the social and behavioral sciences (91C15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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• Asymmetric multifractality, comparative efficiency analysis of Green finance markets: a dynamic study by index-based model
• Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation
• A risk measure of the stock market that is based on multifractality
• Financial multifractality and its subtleties: An example of DAX

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