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Fractals and Scaling in Finance

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Cover of 'Fractals and Scaling in Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Discontinuity and scaling: their scope and likely limitations
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    Chapter 3 New methods in statistical economics
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    Chapter 4 Sources of inspiration and historical background
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    Chapter 5 States of randomness from mild to wild, and concentration from the short to the long run
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    Chapter 6 Self-similarity and panorama of self-affinity
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    Chapter 7 Rank-size plots, Zipf’s law, and scaling
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    Chapter 8 Proportional growth with or without diffusion, and other explanations of scaling
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    Chapter 9 A case against the lognormal distribution
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    Chapter 10 L-stable model for the distribution of income
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    Chapter 11 L-stability and multiplicative variation of income
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    Chapter 12 Scaling distributions and income maximization
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    Chapter 13 Industrial concentration and scaling
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    Chapter 14 The variation of certain speculative prices
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    Chapter 15 The variation of the prices of cotton, wheat, and railroad stocks, and of some financial rates
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    Chapter 16 Mandelbrot on price variation
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    Chapter 17 Comments by P. H. Cootner, E. Parzen, and W. S. Morris (1960s) and responses
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    Chapter 18 Computation of the L-stable distributions
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    Chapter 19 Nonlinear forecasts, rational bubbles, and martingales
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    Chapter 20 Limitations of efficiency and of martingale models
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    Chapter 21 Self-affine variation in fractal time
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Mentioned by

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4 Wikipedia pages

Citations

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903 Dimensions

Readers on

mendeley
66 Mendeley
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Title
Fractals and Scaling in Finance
Published by
Springer New York, March 2013
DOI 10.1007/978-1-4757-2763-0
ISBNs
978-1-4419-3119-1, 978-1-4757-2763-0
Authors

Mandelbrot, Benoit

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 66 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
United States 4 6%
South Africa 2 3%
Italy 1 2%
Brazil 1 2%
United Kingdom 1 2%
France 1 2%
Spain 1 2%
China 1 2%
Unknown 54 82%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 15 23%
Researcher 10 15%
Student > Doctoral Student 8 12%
Student > Bachelor 7 11%
Student > Master 7 11%
Other 14 21%
Unknown 5 8%
Readers by discipline Count As %
Economics, Econometrics and Finance 18 27%
Physics and Astronomy 11 17%
Engineering 6 9%
Business, Management and Accounting 4 6%
Computer Science 4 6%
Other 15 23%
Unknown 8 12%