Research on Optimal Asset Allocation Based on Return-Fractal Risk Ratio

Research on Optimal Asset Allocation Based on Return-Fractal Risk Ratio

MA Xiaowen, SUN Jingyun, GUO Jingjun

Journal of Systems Science and Mathematical Sciences ›› 2026

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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 Systems Science and Mathematical Sciences ›› 2026 DOI: 10.12341/jssms250721

Research on Optimal Asset Allocation Based on Return-Fractal Risk Ratio

MA Xiaowen¹, SUN Jingyun¹, GUO Jingjun^1,2

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2026 https://doi.org/10.12341/jssms250721

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