Minimum risk portfolios using MMAR (Q2804710)
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scientific article; zbMATH DE number 6577792
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Minimum risk portfolios using MMAR |
scientific article; zbMATH DE number 6577792 |
Statements
4 May 2016
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multifractal model of asset returns
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portfolio selection
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Hurst's exponent
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risk measure
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Minimum risk portfolios using MMAR (English)
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0.7936410307884216
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0.7858930826187134
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0.7419206500053406
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0.7397034764289856
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0.7397034764289856
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