Multi-asset portfolio model optimization based on mean multifractal detrended cross correlation analysis.
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| Title: | Multi-asset portfolio model optimization based on mean multifractal detrended cross correlation analysis. |
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| Authors: | Li, Hesen1,2, Chun, Weide2, Wu, Xu3,4, wuxuphd@foxmail.com, Luo, Lan5 |
| Source: | Mathematical & Computer Modelling of Dynamical Systems; Dec2024, Vol. 30 Issue 1, p736-757, 22p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 13873954 |
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| DOI: | 10.1080/13873954.2024.2387938 |
