Multifractal model of portfolio optimization and its empirical analysis (Q2824502)
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scientific article; zbMATH DE number 6635074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multifractal model of portfolio optimization and its empirical analysis |
scientific article; zbMATH DE number 6635074 |
Statements
6 October 2016
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portfolio optimization
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multifractality
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MSM model
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Multifractal model of portfolio optimization and its empirical analysis (English)
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