Multifractal returns and hierarchical portfolio theory
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Publication:4646471
DOI10.1080/713665541zbMath1405.91564arXivcond-mat/0008069OpenAlexW2145546162MaRDI QIDQ4646471
J. Delour, Alain Arneodo, Jean-François Muzy, Didier Sornette
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0008069
Applications of statistics to actuarial sciences and financial mathematics (62P05) Fractals (28A80) Portfolio theory (91G10)
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