Publication
Building multi-scale portfolios and efficient market frontiers using fractal regressions
| dc.contributor.author | TILFANI, Oussama | |
| dc.contributor.author | Ferreira, Paulo | |
| dc.contributor.author | El Boukfaoui, My Youssef | |
| dc.date.accessioned | 2021-12-21T11:18:49Z | |
| dc.date.available | 2021-12-21T11:18:49Z | |
| dc.date.issued | 2019-10 | |
| dc.date.updated | 2021-11-13T20:55:20Z | |
| dc.description.version | N/A | pt_PT |
| dc.identifier.doi | 10.1016/j.physa.2019.121758 | pt_PT |
| dc.identifier.issn | 0378-4371 | |
| dc.identifier.slug | cv-prod-968600 | |
| dc.identifier.uri | http://hdl.handle.net/10400.26/38339 | |
| dc.language.iso | eng | pt_PT |
| dc.title | Building multi-scale portfolios and efficient market frontiers using fractal regressions | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.startPage | 121758 | pt_PT |
| oaire.citation.title | Physica A: Statistical Mechanics and its Applications | pt_PT |
| oaire.citation.volume | 532 | pt_PT |
| person.familyName | TILFANI | |
| person.familyName | Ferreira | |
| person.familyName | El Boukfaoui | |
| person.givenName | Oussama | |
| person.givenName | Paulo | |
| person.givenName | My Youssef | |
| person.identifier.ciencia-id | B513-B46A-E5F3 | |
| person.identifier.orcid | 0000-0001-6279-3593 | |
| person.identifier.orcid | 0000-0003-1951-889X | |
| person.identifier.orcid | 0000-0002-5550-1182 | |
| person.identifier.rid | P-9622-2016 | |
| person.identifier.scopus-author-id | 57209393564 | |
| person.identifier.scopus-author-id | 35745865300 | |
| rcaap.cv.cienciaid | B513-B46A-E5F3 | Paulo Jorge Silveira Ferreira | |
| rcaap.rights | closedAccess | pt_PT |
| rcaap.type | article | pt_PT |
| relation.isAuthorOfPublication | 270faf42-45ac-4054-ba14-29d11cfadd71 | |
| relation.isAuthorOfPublication | cef169d9-c594-4505-ab57-7c6f92868cb6 | |
| relation.isAuthorOfPublication | 55f20d8b-649a-403a-9fff-2c75e9fb962e | |
| relation.isAuthorOfPublication.latestForDiscovery | cef169d9-c594-4505-ab57-7c6f92868cb6 |
Files
Original bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- Building_multi-cale_portfolios_and_efficient_market_frontiers_using_fractal_regressions.pdf
- Size:
- 761.59 KB
- Format:
- Adobe Portable Document Format
License bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- license.txt
- Size:
- 1.89 KB
- Format:
- Item-specific license agreed upon to submission
- Description: