[Elsevier] Fractal statistical measure and portfolio model optimization under power-law distribution

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journal:The North American Journal of Economics and Finance

Authors:Xu Wu; Linlin Zhang; Jia Li; Ruzhen Yan

Published date:2021-11-

DOI:10.1016/j.najef.2021.101496

PDF link:https://www.sciencedirect.com/sc ... 062940821001169/pdf

Article link:https://doi.org/10.1016/j.najef.2021.101496

Article Source:Elsevier BV


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