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]
@article{LiWZF21,
title = {Research on the portfolio model based on Mean-MF-DCCA under multifractal feature constraint},
author = {Jia Li and Xu Wu and Linlin Zhang and Qianying Feng},
year = {2021},
doi = {10.1016/j.cam.2020.113264},
url = {https://doi.org/10.1016/j.cam.2020.113264},
researchr = {https://researchr.org/publication/LiWZF21},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {386},
pages = {113264},
}