Fractals and Scaling in Finance Discontinuity, Concentration, Risk. Selecta Volume E

IN 1959-61, while the huge Saarinen-designed research laboratory at Yorktown Heights was being built, much of IBM's Research was housed nearby. My group occupied one of the many little houses on the Lamb Estate complex which had been a sanatorium housing wealthy alcoholics. The picture below wa...

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Main Author: Mandelbrot, Benoit B.
Corporate Author: SpringerLink (Online service)
Format: eBook
Published: New York, NY Springer New York 1997, 1997
Edition:1st ed. 1997
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • scope and likely limitations (1996)
  • E3 New methods in statistical economics (M 1963e)
  • E4 Sources of inspiration and historical background (1996)
  • E5 States of randomness from mild to wild, and concentration in the short, medium and long run (1996)
  • E6 Self-similarity and panorama of self-affinity (1996)
  • E7 Rank-size plots, Zipf’s law, and scaling (1996)
  • E8 Proportional growth with or without diffusion, and other explanations of scaling (1996). • Appendices (M 1964o, M 1974d)
  • E9 A case against the lognormal distribution (1996)
  • E10 L-stable model for the distribution of income (M 1960i). • Appendices (M 1963i, M 1963j)
  • E11 L-stability and multiplicative variation of income (M 1961e)
  • E12 Scaling distributions and income maximization (M 1962q)
  • E13 Industrial concentration and scaling (1996)
  • E14 The variation of certain speculative prices (M 1963b). • Appendices (Fama & B