Article

Title:
Multiscale Optimal Portfolios Using CAPM Fractal Regression: Estimation for Emerging Stock Markets
Journal:
Post Communist Economies
Year:
2020
Volume:
32
Number:
1
Pages:
77-112
JEL codes:
C58 - Financial Econometrics
G11 - Portfolio Choice; Investment Decisions
O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
DOI:
10.1080/14631377.2019.1640983
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