Alexandre Pantanella

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Efficient markets and behavioral finance: a comprehensive multifractional model
Advances in Complex Systems
2024-06-14Paper
Minimum risk portfolios using MMAR
 
2016-05-04Paper
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
Quantitative Finance
2014-02-20Paper


Research outcomes over time


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