---
title: Fractal Analysis for Portfolio Optimization
url: https://www.ml-quant.com/papers/repec/taf-oaefxx-v-11-y-2023-i-2-p-2286755/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:oaefxx:v:11:y:2023:i:2:p:2286755
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F23322039.2023.2286755%3Bh%3Drepec%3Ataf%3Aoaefxx%3Av%3A11%3Ay%3A2023%3Ai%3A2%3Ap%3A2286755
featured: 2024-01-23
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F23322039.2023.2286755%3Bh%3Drepec%3Ataf%3Aoaefxx%3Av%3A11%3Ay%3A2023%3Ai%3A2%3Ap%3A2286755
- Identifier: RePEc:taf:oaefxx:v:11:y:2023:i:2:p:2286755
- Released: 2023-04-13
- First featured: Quant Letter No. 34 (2024-01-23): https://www.ml-quant.com/issues/2024-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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