Quantum Financial Economics - Risk and Returns

14 Pages Posted: 15 Jul 2011

Date Written: July 13, 2011


Financial volatility risk is addressed through a multiple round evolutionary quantum game equilibrium leading to Multifractal Self-Organized Criticality (MSOC) in the financial returns and in the risk dynamics. The model is simulated and the results are compared with financial volatility data.

Keywords: Quantum Financial Economics, Multifractal Self-Organized Criticality, Quantum Chaotic Volatility

JEL Classification: G00, G12, G17, D53, C73

Suggested Citation

Gonçalves, Carlos Pedro dos Santos, Quantum Financial Economics - Risk and Returns (July 13, 2011). Available at SSRN: https://ssrn.com/abstract=1884997 or http://dx.doi.org/10.2139/ssrn.1884997

Carlos Pedro dos Santos Gonçalves (Contact Author)

Political and Strategic Studies Institute (ISCSP-IEPE) ( email )

Pólo Universitário do Alto da Ajuda
Rua Almerindo Lessa
Lisbon - Lisboa, 1349-055

HOME PAGE: http://sites.google.com/site/carlospedrogoncalves/

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