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Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets

dc.contributor.authorTILFANI, Oussama
dc.contributor.authorFerreira, Paulo
dc.contributor.authorEl Boukfaoui, My Youssef
dc.date.accessioned2021-11-13T00:01:09Z
dc.date.available2021-11-13T00:01:09Z
dc.date.issued2020-01-02en_US
dc.date.updated2021-11-12T23:53:57Z
dc.description.versionN/A
dc.identifier.doi10.1080/14631377.2019.1640983en_US
dc.identifier.eid2-s2.0-85070892466en_US
dc.identifier.slugcv-prod-810174
dc.identifier.urihttp://hdl.handle.net/10400.26/38007
dc.language.isoengpor
dc.titleMultiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock marketsen_US
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage36
oaire.citation.startPage1
oaire.citation.titlePost-Communist Economiesen_US
person.familyNameTILFANI
person.familyNameFerreira
person.familyNameEl Boukfaoui
person.givenNameOussama
person.givenNamePaulo
person.givenNameMy Youssef
person.identifier.ciencia-idB513-B46A-E5F3
person.identifier.orcid0000-0001-6279-3593
person.identifier.orcid0000-0003-1951-889X
person.identifier.orcid0000-0002-5550-1182
person.identifier.ridP-9622-2016
person.identifier.scopus-author-id57209393564
person.identifier.scopus-author-id35745865300
rcaap.cv.cienciaidB513-B46A-E5F3 | Paulo Jorge Silveira Ferreira
rcaap.rightsclosedAccessen_US
rcaap.typearticleen_US
relation.isAuthorOfPublication270faf42-45ac-4054-ba14-29d11cfadd71
relation.isAuthorOfPublicationcef169d9-c594-4505-ab57-7c6f92868cb6
relation.isAuthorOfPublication55f20d8b-649a-403a-9fff-2c75e9fb962e
relation.isAuthorOfPublication.latestForDiscoverycef169d9-c594-4505-ab57-7c6f92868cb6

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