View in EDS HTML Full Text PDF Full Text

Multi-asset portfolio model optimization based on mean multifractal detrended cross correlation analysis.

Saved in:
Bibliographic Details
Title: Multi-asset portfolio model optimization based on mean multifractal detrended cross correlation analysis.
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 181626957
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Multi-asset portfolio model optimization based on mean multifractal detrended cross correlation analysis.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AU" term="%22Li%2C+Hesen%22">Li, Hesen</searchLink><relatesTo>1,2</relatesTo><br /><searchLink fieldCode="AU" term="%22Chun%2C+Weide%22">Chun, Weide</searchLink><relatesTo>2</relatesTo><br /><searchLink fieldCode="AU" term="%22Wu%2C+Xu%22">Wu, Xu</searchLink><relatesTo>3,4</relatesTo>, <i>wuxuphd@foxmail.com</i><br /><searchLink fieldCode="AU" term="%22Luo%2C+Lan%22">Luo, Lan</searchLink><relatesTo>5</relatesTo>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Mathematical+%26+Computer+Modelling+of+Dynamical+Systems%22">Mathematical & Computer Modelling of Dynamical Systems</searchLink>; Dec2024, Vol. 30 Issue 1, p736-757, 22p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=181626957
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/13873954.2024.2387938
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 22
        StartPage: 736
    Titles:
      – TitleFull: Multi-asset portfolio model optimization based on mean multifractal detrended cross correlation analysis.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Li, Hesen
      – PersonEntity:
          Name:
            NameFull: Chun, Weide
      – PersonEntity:
          Name:
            NameFull: Wu, Xu
      – PersonEntity:
          Name:
            NameFull: Luo, Lan
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 12
              Text: Dec2024
              Type: published
              Y: 2024
          Identifiers:
            – Type: issn-print
              Value: 13873954
          Numbering:
            – Type: volume
              Value: 30
            – Type: issue
              Value: 1
          Titles:
            – TitleFull: Mathematical & Computer Modelling of Dynamical Systems
              Type: main
ResultId 1