Building multi-scale portfolios and efficient market frontiers using fractal regressions (Q2163896)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Building multi-scale portfolios and efficient market frontiers using fractal regressions |
scientific article |
Statements
Building multi-scale portfolios and efficient market frontiers using fractal regressions (English)
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11 August 2022
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efficient market hypothesis
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fractal market hypothesis
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fractal regressions
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scale dependence
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