Stock market portfolio construction a four-stage model based on Fractal analysis

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Bibliographische Detailangaben
Veröffentlicht in:South Asian journal of management
1. Verfasser: Ghosh, Indranil (VerfasserIn)
Weitere Verfasser: Chaudhuri, Tamal D. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
Evolutionary Algorithm > Fractal Analysis > Hurst Exponent > Markowitz Model > Multi Fractal Detrended Fluctuation Analysis > Portfolio > Aufsatz in Zeitschrift
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