#47438
Mentioned in 1 episodes
Fractals and Scaling in Finance
Discontinuity, Concentration, Risk. Selecta Volume E
Book • 1997
This book, part of Mandelbrot's Selecta series, explores the application of fractal geometry to financial markets, focusing on discontinuity, scaling, and self-similarity.
It provides insights into evaluating risks in trading strategies and understanding market behavior through fractal analysis.
It provides insights into evaluating risks in trading strategies and understanding market behavior through fractal analysis.
Mentioned by
Mentioned in 1 episodes
Mentioned by Michael Mauboussin in relation to volatility clustering in financial markets.
Michael Mauboussin – Consilient Observations in a Crisis (Capital Allocators, EP.127)
