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

DOI10.1007/978-1-4614-4490-9zbMATH Open1281.91005OpenAlexW2480519389MaRDI QIDQ456903FDOQ456903

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

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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)

Cited In (7)

• Title not available (Why is that?)
• Extreme risk and fractal regularity in finance
• A risk measure of the stock market that is based on multifractality
• Financial multifractality and its subtleties: An example of DAX
• 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
• Title not available (Why is that?)

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