Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach
Author:
Affiliation:
1. Department of Banking and Finance Sciences, Higher Institute of Business Administration (HIBA), Damascus, Syria
2. Department of Finance, Investment and Banking, Faculty of Business Administration, Arab International University, Daraa, Syria
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2023.2286755
Reference62 articles.
1. Testing Random Walk Behavior in the Damascus Securities Exchange
2. Evaluated the Success of Fractionally Integrated-GARCH Models on Prediction Stock Market Return Volatility in Gulf Arab Stock Markets
3. Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?
4. Short-term predictability of crude oil markets: A detrended fluctuation analysis approach
5. The fractal market hypothesis and its implications for the stability of financial markets bank of England;Anderson N.;Financial Stability Paper,2013
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