收益率分形分布下的一种组合投资模型

A Portfolio Selection Model within the Framework of Fractal Distribution of Capital Returns

文章从资产收益率的分形分布和下方风险的角度构造了一种不相关资产的组合投资模型,并进行了相应的实例分析。

In this paper, a portfolio model of irrelevant capital asset is built under the framework of downside risk and fractal distribution model, and subsequently, a corresponding empirical example is submitted.