| . |
Reveiz, Alejandro's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
71 |
Total
Citations
0 |
|
|
|
|
|
1.
|
|
Portfolio Optimization and Long-Term Dependence
|
Show Abstracts |
Hide Abstracts |
Versions (1)
|
hide multiple versions |
Export Bibliographic Info |
|
León, Carlos Banco de la República (Central Bank of Colombia) Reveiz, Alejandro World Bank
|
|
40
(114,906)
|
|
|
|
|
|
León, Carlos Banco de la República (Central Bank of Colombia) Reveiz, Alejandro World Bank
|
|
40
|
|
|
| |
|
| |
portfolio optimization, Hurst exponent, long-term dependence, biased random walk, rescaled range analysis
|
|
|
|
|
|
2.
|
|
|
León, Carlos Banco de la República (Central Bank of Colombia) Leiton, Karen affiliation not provided to SSRN Reveiz, Alejandro World Bank
|
|
31
(240,458)
|
|
|
| |
|
| |
CAPM, Hurst exponent, long-term dependence, fractional Brownian motion, asset allocation, investment horizon
|
|
Records 1 -
2
of 2 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo6 in 0.157 seconds
|