Benoit Mandelbrot 1924-2010: A Greek Among Romans

5 Pages Posted: 17 Oct 2010

See all articles by Fernando Estrada

Fernando Estrada

Universidad Externado de Colombia - Facultad de Finanzas, Gobierno y Relaciones Internacionales

Multiple version iconThere are 2 versions of this paper

Date Written: October 16, 2010

Abstract

In this brief note describes the trajectory of the fractal models/multifractal F/M by Benoit Mandelbrot. The promise was discovered by the geometry of Mandelbrot covers a broad area of research fields, from meteorology and mathematical physics to the individual and collective behavior in society, besides his contributions to the analysis of the financial crisis in his wonderful essay on The (mis)Behavior of Markets: A Fractal view of Risk, Ruin and Reward (2004).

Keywords: Mandelbrot, Mathematical, Fractal, Financial Markets

JEL Classification: B00, B4, B41, C5, C7, D7, D70

Suggested Citation

Estrada, Fernando, Benoit Mandelbrot 1924-2010: A Greek Among Romans (October 16, 2010). Available at SSRN: https://ssrn.com/abstract=1693217 or http://dx.doi.org/10.2139/ssrn.1693217

Fernando Estrada (Contact Author)

Universidad Externado de Colombia - Facultad de Finanzas, Gobierno y Relaciones Internacionales ( email )

Calle 12 # 0 - 85 Este, Barrio La Candelaria
Bogota, DC Cundinamarca 1267
Colombia
05-71 - 3419900 - ext. 1202 (Phone)

HOME PAGE: http://ideas.repec.org/f/pga454.html

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
224
Abstract Views
1,142
rank
70,674
PlumX Metrics