Fractal portfolio strategies : does scale preference of investors matter?
Shinji Kakinaka, Tadaaki Hayakawa, Daisuke Kato and Ken Umeno
| Year of publication: |
2025
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|---|---|
| Authors: | Kakinaka, Shinji ; Hayakawa, Tadaaki ; Kato, Daisuke ; Umeno, Ken |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 32.2025, 3, p. 415-421
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| Subject: | Portfolio selection | fractal correlation | DCCA analysis | multi-scale properties | Portfolio-Management | Korrelation | Correlation | Anlageverhalten | Behavioural finance | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2023.2274298 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195560