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Building multi-scale portfolios and efficient market frontiers using fractal regressions

dc.contributor.authorTILFANI, Oussama
dc.contributor.authorFerreira, Paulo
dc.contributor.authorEl Boukfaoui, My Youssef
dc.date.accessioned2021-12-21T11:18:49Z
dc.date.available2021-12-21T11:18:49Z
dc.date.issued2019-10
dc.date.updated2021-11-13T20:55:20Z
dc.description.versionN/Apt_PT
dc.identifier.doi10.1016/j.physa.2019.121758pt_PT
dc.identifier.issn0378-4371
dc.identifier.slugcv-prod-968600
dc.identifier.urihttp://hdl.handle.net/10400.26/38339
dc.language.isoengpt_PT
dc.titleBuilding multi-scale portfolios and efficient market frontiers using fractal regressionspt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.startPage121758pt_PT
oaire.citation.titlePhysica A: Statistical Mechanics and its Applicationspt_PT
oaire.citation.volume532pt_PT
rcaap.cv.cienciaidB513-B46A-E5F3 | Paulo Jorge Silveira Ferreira
rcaap.rightsclosedAccesspt_PT
rcaap.typearticlept_PT
relation.isAuthorOfPublication270faf42-45ac-4054-ba14-29d11cfadd71
relation.isAuthorOfPublicationcef169d9-c594-4505-ab57-7c6f92868cb6
relation.isAuthorOfPublication55f20d8b-649a-403a-9fff-2c75e9fb962e
relation.isAuthorOfPublication.latestForDiscoverycef169d9-c594-4505-ab57-7c6f92868cb6

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