Pages that link to "Item:Q2163896"
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The following pages link to Building multi-scale portfolios and efficient market frontiers using fractal regressions (Q2163896):
Displaying 5 items.
- Extending DFA-based multiple linear regression inference: application to acoustic impedance models (Q2078690) (← links)
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
- STUDY ON PORTFOLIO MODEL UNDER BACKGROUND RISK AND FRACTAL MARKET (Q5082125) (← links)
- Optimization study of momentum investment strategies under asymmetric power-law distribution of return rate (Q6553230) (← links)
- Research on portfolio optimization under asymmetric power-law distribution of return tail (Q6571812) (← links)