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Updated: Oct 4, 2025

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The Evaluation of Mean-Detrended Cross-Correlation Analysis Portfolio Strategy for Multiple risk Assets

Xi Zhang1, Xu Wu1, Linlin Zhang1

  • 147908Chengdu University of Technology, Chengdu, Sichuan, China.

Evaluation Review
|February 4, 2022
PubMed

Keywords:
detrended cross-correlation analysisfractal characteristicmean-variance criterionportfolio strategy optimization

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