Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach
Year of publication: |
2023
|
---|---|
Authors: | Dooba, Kinda ; Mouselli, Sulaiman |
Published in: |
Cogent Economics & Finance. - ISSN 2332-2039. - Vol. 11.2023, 2, p. 1-16
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | Damascus Securities Exchange (DSE) | fractal analysis | Hurst exponent | Long-Memory (LM) effect | market efficiency | Portfolio optimization |
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