Fractal Analysis for Portfolio Optimization
The use of a Hurst exponent index in portfolio optimization at the Damascus Securities Exchange led to portfolios that exceeded market performance.
Featured in No. 34 on 23 Jan 2024 ·
- Released
- 13 Apr 2023
- First featured
- No. 34 · 23 Jan 2024
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- Identifier
- RePEc:taf:oaefxx:v:11:y:2023:i:2:p:2286755
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