Multifractal returns and hierarchical portfolio theory (Q4646471)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7001016
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multifractal returns and hierarchical portfolio theory |
scientific article; zbMATH DE number 7001016 |
Statements
Multifractal returns and hierarchical portfolio theory (English)
0 references
14 January 2019
0 references
multifractal asset returns
0 references
multivariate framework
0 references
portfolio optimization
0 references
0.8017492294311523
0 references
0.7868781685829163
0 references
0.7858930826187134
0 references
0.7668001651763916
0 references
0.761547863483429
0 references
