Research on Mean-PDCCA Portfolio Strategy Under Fractal Correlation of Asset Return

WU Xu, LUO Fei, PENG Chong, LI Hesen

Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (4) : 1064-1080.

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Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (4) : 1064-1080. DOI: 10.12341/jssms23527

Research on Mean-PDCCA Portfolio Strategy Under Fractal Correlation of Asset Return

  • WU Xu1,2, LUO Fei1, PENG Chong1, LI Hesen3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2024, 44(4): 1064-1080 https://doi.org/10.12341/jssms23527

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