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Fear and Greed Blog

Thursday, September 6, 2007

Interesting Comment on Mandelbrot and Fractals

http://mahalanobis.twoday.net/stories/4230156/

Includes my comments.

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Posted by Lawrence D. Loeb at 3:12 AM

Labels: Black-Scholes, CAPM, finance, fractals, Mandelbrot, markets, Modern Portfolio Theory, risk

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About this Blog

I have created this Blog to publish my views, thoughts, etc. on the markets and the issues (like fear and greed) that I think are worthy of discussion. I hope that you will be willing to provide your thoughts in response, and that you will let me know what you think and what, if anything, I missed.

Please be kind!

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Recommended Reading

Books:
  • Purchase A Demon of Our Own Design by Rick Bookstaber on Amazon

  • Purchase The (Mis)Behavior of Markets by Benoit Mandelbrot on Amazon

Websites:
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  • Professor Ed Altman's Papers

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