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

WU Xu, LUO Fei, PENG Chong, LI Hesen

Journal of System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (4) : 1064-1080.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (4) : 1064-1080. DOI: 10.12341/jssms23527

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

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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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