Stock market portfolio construction : a four-stage model based on Fractal analysis
Year of publication: |
2018
|
---|---|
Authors: | Ghosh, Indranil ; Chaudhuri, Tamal D. |
Published in: |
South Asian journal of management : SAJM. - Hyderabad : AMDISA, ISSN 0971-5428, ZDB-ID 2446149-0. - Vol. 25.2018, 4, p. 117-149
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Subject: | Evolutionary Algorithm | Fractal Analysis | Hurst Exponent | Markowitz Model | Multi Fractal Detrended Fluctuation Analysis | Portfolio | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
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