Multiscale optimal portfolios using CAPM fractal regression : estimation for emerging stock markets
Oussama Tilfani, Paulo Ferreira and My Youssef El Boukfaoui
| Year of publication: |
2020
|
|---|---|
| Authors: | Tilfani, Oussama ; Ferreira, Paulo ; El Boukfaoui, My Youssef |
| Subject: | Capital asset pricing model (CAPM) | fractal market hypothesis | fractal regressions | CAPM | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14631377.2019.1640983 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012206647