The (mis)behavior of markets : a fractal view of risk, ruin, and reward
Benoit B. Mandelbrot and Richard L. Hudson
| Year of publication: |
2004
|
|---|---|
| Authors: | Mandelbrot, Benoît B. ; Hudson, Richard L. |
| Publisher: |
New York, NY : Basic Books |
| Subject: | Finanzierungstheorie | Financial management theory | Finanzmarkt | Financial market | Finanzanalyse | Financial analysis | Kapitalmarkttheorie | Financial economics | Theorie | Theory | Random Walk | Random walk | Effizienzmarkthypothese | Efficient market hypothesis | Kapitalmarkt | Sicherheit | Risikomanagement | Aktienfonds | Investmentfonds | Marktverhalten |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] ; Description [gbv.de] |
| Extent: | XXIV, 328 S Ill., graph. Darst a |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included |
| Language: | English |
| Notes: | Includes bibliographical references (S. [303] - 317) and index Risk, ruin, and reward -- By the toss of a coin or the flight of an arrow? -- Bachelier and his legacy -- The house of modern finance -- The case against the modern theory of finance -- Turbulent markets : a preview -- Studies in roughness : a fractal primer -- The mystery of cotton -- Long memory, from the Nile to the marketplace -- Noah, Joseph and market bubbles -- The multifractal nature of trading time -- Ten heresies of finance -- In the lab 0407 |
| ISBN: | 0-465-04355-0 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Mikroökonomie ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002062837