Multifractal returns and hierarchical portfolio theory (Q4646471)
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scientific article; zbMATH DE number 7001016
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| default for all languages | No label defined |
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| English | Multifractal returns and hierarchical portfolio theory |
scientific article; zbMATH DE number 7001016 |
Statements
Multifractal returns and hierarchical portfolio theory (English)
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14 January 2019
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multifractal asset returns
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multivariate framework
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portfolio optimization
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0.8017492294311523
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0.7868781685829163
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0.7858930826187134
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0.7668001651763916
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0.761547863483429
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