The return-risk performance : the comparison of asset portfolio performance of institution fund with that based on multifractal detrended fluctuation approach
Xiaobo Wen; Hui Wang; Zongfang Zhou; Hua Zhang
| Year of publication: |
2012
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|---|---|
| Authors: | Wen, Xiaobo ; Wang, Hui ; Zhou, Zongfang ; Zhang, Hua |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 3.2012, 4, p. 460-462
|
| Subject: | Multifractal Detrended Fluctuation | Asset Allocation | Institution Fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund | Institutioneller Investor | Institutional investor |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009705354