Research on the portfolio model based on Mean-MF-DCCA under multifractal feature constraint

Jia Li, Xu Wu, Linlin Zhang, Qianying Feng. Research on the portfolio model based on Mean-MF-DCCA under multifractal feature constraint. J. Computational Applied Mathematics, 386:113264, 2021. [doi]

Authors

Jia Li

This author has not been identified. Look up 'Jia Li' in Google

Xu Wu

This author has not been identified. Look up 'Xu Wu' in Google

Linlin Zhang

This author has not been identified. Look up 'Linlin Zhang' in Google

Qianying Feng

This author has not been identified. Look up 'Qianying Feng' in Google