Open AccessResearch on Fractal Portfolio Model under Power-Law Distribution of Return Rate
Author(s) -
Lin-Lin Zhang,
LI YIZHUO,
WU XU,
QiPing Feng
Publication year - 2021
Publication title -
economic computation and economic cybernetics studies and research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.258
H-Index - 18
eISSN - 1842-3264
pISSN - 0424-267X
DOI - 10.24818/18423264/55.1.21.14
Subject(s) - fractal , portfolio , mathematics , distribution (mathematics) , statistical physics , econometrics , power law , economics , statistics , mathematical analysis , financial economics , physics