Portfolio allocation and the investment horizon: A multiscaling approach

Sangbae Kim, Francis Haeuck In

    Research output: Contribution to journalArticleResearchpeer-review

    18 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)443 - 453
    Number of pages11
    JournalQuantitative Finance
    Volume10
    Issue number4
    DOIs
    Publication statusPublished - 2010

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