Ilia Drozdov

[2] viXra:1612.0191 replaced on 2016-12-18 06:09:14, (67 unique-IP downloads)

Fractal Optimization as Generator of Market Neutral Long-Short Portfolio

Authors: Sergey Kamenshchikov, Ilia Drozdov
Category: Economics and Finance

[1] viXra:1612.0165 submitted on 2016-12-09 09:24:25, (21 unique-IP downloads)

Fractal Optimization of Market Neutral Portfolio

Authors: Sergey Kamenshchikov, Ilia Drozdov
Category: Economics and Finance