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Fractal Asset Pricing Models for Financial Risk Management

The article presents the analysis findings of the problems and prospects of using the fractal markets theory to mathematically predict the price dynamics of assets as part of a financial risk management strategy. The aim of the article is to find out the features of value of bank assets and to devel...

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Hlavní autoři: I. Z. Yarygina, V. B. Gisin, B. A. Putko
Médium: Artigo
Jazyk:Russo
Vydáno: Government of the Russian Federation, Financial University 2019-12-01
Edice:Финансы: теория и практика
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On-line přístup:https://financetp.fa.ru/jour/article/view/931
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