Work

An Optimal Investment Portfolio Constructed with Fractal Analysis and Long Memory Models

Year: 2021

Type: conference-paper

Source: Lecture notes in networks and systems

DOI: 10.1007/978-3-030-89477-1_99

Author: Robert Garafutdinov

Institution: Perm State University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3205800935

FWCI: 0.365

Cites: 27

Cited by: 3

Related to: 10