MULTIFRACTAL MODEL OF PORTFOLIO OPTIMIZATION AND ITS EMPIRICAL ANALYSIS

TANG Zhenpeng, HUANG Youpo, LUO Xueling

Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (2) : 198.

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Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (2) : 198. DOI: 10.12341/jssms12726

MULTIFRACTAL MODEL OF PORTFOLIO OPTIMIZATION AND ITS EMPIRICAL ANALYSIS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2016, 36(2): 198 https://doi.org/10.12341/jssms12726

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