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Multifractal Financial Markets

An Alternative Approach to Asset and Risk Management

  • Book
  • © 2013

Overview

Authors:
  1. yasmine hayek kobeissi

    1. London, United Kingdom

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Part of the book series: SpringerBriefs in Finance (BRIEFSFINANCE)

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Table of contents (6 chapters)

  1. Front Matter

    Pages i-xviii
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  2. Turbulence in the Financial Markets

    • Yasmine Hayek Kobeissi
    Pages 1-15

  3. The “Noisy Chaos” Hypothesis

    • Yasmine Hayek Kobeissi
    Pages 17-32

  4. The Mind Process

    • Yasmine Hayek Kobeissi
    Pages 33-55

  5. Macrostates Indicators

    • Yasmine Hayek Kobeissi
    Pages 57-67

  6. Trading Multifractal Markets

    • Yasmine Hayek Kobeissi
    Pages 69-91

  7. The Latest “Normal”

    • Yasmine Hayek Kobeissi
    Pages 93-107

  8. Back Matter

    Pages 109-128
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Keywords

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.   

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)

Authors and Affiliations

  • London, United Kingdom

    yasmine hayek kobeissi

About the author

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).    

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