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Review of Complexity, Risk, and Financial Markets by Edgar E. Peters

  • The Quarterly Journal of Austrian Economics
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07/30/2014Robert F. Mulligan

 

Volume 7, No.1 (Spring 2004)

 

Complexity, Risk, and Financial Markets completes Peters’s trilogy by presenting the underlying philosophical case for chaos theory, which turns out to be grounded on distinctively Austrian views of information and market process. This book should be read by Austrians interested in, or already familiar with, fractal analysis or chaos theory, a statistical methodology developed extensively by Benoit Mandelbrot. In addition, this book should also be read by practitioners of fractal analysis and related statistical techniques, in order to receive an introduction to the Austrian School and deepen their understanding of their methodological paradigm’s justification, implications, and limitations.

Cite This Article

Mulligan, Robert F. "Review of Complexity, Risk, and Financial Markets by Edgar E. Peters." The Quarterly Journal of Austrian Economics 7, No. 1 (Spring 2004): 85–89.

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