Pages that link to "Item:Q2824502"
From MaRDI portal
The following pages link to Multifractal model of portfolio optimization and its empirical analysis (Q2824502):
Displaying 4 items.
- The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios (Q1620236) (← links)
- Research on the portfolio model based on mean-MF-DCCA under multifractal feature constraint (Q2223795) (← links)
- Minimum risk portfolios using MMAR (Q2804710) (← links)
- Modeling and empirical research on portfolio risk measurement based on multi-fractal (Q3306961) (← links)