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

TILFANI, OussamaFerreira, PauloEl Boukfaoui, My Youssef2021-11-132021-11-132020-01-02http://hdl.handle.net/10400.26/38007engMultiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock marketsjournal article2021-11-12cv-prod-81017410.1080/14631377.2019.16409832-s2.0-85070892466