Wilhelm Berghorn

Mandelbrot Asset Management GmbH

CEO

Helmut-Lederer-Straße 19 20

Erlangen, 91056

Germany

http://mandelbrot.de

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 38,321

SSRN RANKINGS

Top 38,321

in Total Papers Downloads

1,571

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Mandelbrot Market-Model and Momentum

Number of pages: 39 Posted: 06 Jul 2015
Wilhelm Berghorn and Sascha Otto
Mandelbrot Asset Management GmbH and Independent
Downloads 1,057 (26,316)
Citation 2

Abstract:

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Mandelbrot, Momentum effect, Wavelets, Efficient Markets. Model, Trends

2.

Trend Momentum II: Driving Forces of Low Volatility and Momentum

Number of pages: 46 Posted: 13 Feb 2018
Wilhelm Berghorn, Markus Vogl, Martin T. Schulz and Sascha Otto
Mandelbrot Asset Management GmbH, Markus Vogl {Business & Data Science}, University of Applied Sciences Aschaffenburg and Die Sparkasse Bremen AG
Downloads 311 (123,473)
Citation 2

Abstract:

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Momentum Effect, Low Volatility Effect, Efficient Market Theory, Mandelbrot, Fractional Brownian Motion

3.

Fractal Markets, Frontiers, and Factors

Number of pages: 66 Posted: 10 Oct 2019
Wilhelm Berghorn, Martin T. Schulz and Sascha Otto
Mandelbrot Asset Management GmbH, University of Applied Sciences Aschaffenburg and Die Sparkasse Bremen AG
Downloads 108 (315,178)

Abstract:

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Momentum Effect, Low Volatility Effect, Value Effect, Size Effect, Efficient Market Theory, Mandelbrot, Fractional Brownian Motion, Fractal Markets

4.

Momentum: An Economic View

Number of pages: 21 Posted: 29 Apr 2016
Wilhelm Berghorn and Sascha Otto
Mandelbrot Asset Management GmbH and Independent
Downloads 95 (340,694)

Abstract:

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Momentum, Efficient Market Hypothesis