Multifractal returns and hierarchical portfolio theory (Q4646471)
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scientific article; zbMATH DE number 7001016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multifractal returns and hierarchical portfolio theory |
scientific article; zbMATH DE number 7001016 |
Statements
Multifractal returns and hierarchical portfolio theory (English)
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14 January 2019
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multifractal asset returns
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multivariate framework
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portfolio optimization
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