SpringerBriefs in Finance

Multifractal Financial Markets

An Alternative Approach to Asset and Risk Management

Authors: hayek kobeissi, yasmine

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  • ISBN 978-1-4614-4490-9
  • Digitally watermarked, DRM-free
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  • ebooks can be used on all reading devices
Softcover n/a
  • ISBN 978-1-4614-4489-3
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About this book

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.   

About the authors

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).    

Reviews

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)

Table of contents (6 chapters)

  • Turbulence in the Financial Markets

    Hayek Kobeissi, Yasmine

    Pages 1-15

  • The “Noisy Chaos” Hypothesis

    Hayek Kobeissi, Yasmine

    Pages 17-32

  • The Mind Process

    Hayek Kobeissi, Yasmine

    Pages 33-55

  • Macrostates Indicators

    Hayek Kobeissi, Yasmine

    Pages 57-67

  • Trading Multifractal Markets

    Hayek Kobeissi, Yasmine

    Pages 69-91

Buy this book

eBook n/a
  • ISBN 978-1-4614-4490-9
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
Softcover n/a
  • ISBN 978-1-4614-4489-3
  • Free shipping for individuals worldwide
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Bibliographic Information

Bibliographic Information
Book Title
Multifractal Financial Markets
Book Subtitle
An Alternative Approach to Asset and Risk Management
Authors
Series Title
SpringerBriefs in Finance
Copyright
2013
Publisher
Springer-Verlag New York
Copyright Holder
The Author(s)
eBook ISBN
978-1-4614-4490-9
DOI
10.1007/978-1-4614-4490-9
Softcover ISBN
978-1-4614-4489-3
Series ISSN
2193-1720
Edition Number
1
Number of Pages
XVIII, 128
Number of Illustrations and Tables
2 b/w illustrations, 23 illustrations in colour
Topics