Multifractal returns and hierarchical portfolio theory

Quantitative Finance

Volumn 1, Issue 1, 2001, Pages 131-148

  Muzy, J F ^a,b   Sornette, D ^c,d   delour, J ^a   Arneodo, A ^a  

^a CENTRE DE RECHERCHE PAUL PASCAL   (France)

^b UNIVERSITÉ DE CORSE   (France)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d UNIVERSITÉ CÔTE D'AZUR   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008780973     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/713665541     Document Type: Article

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