Building multi-scale portfolios and efficient market frontiers using fractal regressions

TILFANI, OussamaFerreira, PauloEl Boukfaoui, My Youssef2021-12-212021-12-212019-100378-4371http://hdl.handle.net/10400.26/38339engBuilding multi-scale portfolios and efficient market frontiers using fractal regressionsjournal article2021-11-13cv-prod-96860010.1016/j.physa.2019.121758