Título:

Multiscale Optimal Portfolios Using CAPM Fractal Regression: Estimation for Emerging Stock Markets

Autores:

Oussama Tilfani (Cadi Ayyad Univerisity)
Paulo Ferreira (U Évora, Inst Politécnico de Portalegre)
My Youssef El Boukfaoui (Cadi Ayyad Univerisity)

Revista:

Post Communist Economies

Ano:

2020

Volume:

32

Número:

1

Páginas:

77-112

Códigos JEL:

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