Multifractal returns and Hierarchical Portfolio Theory

Physics – Condensed Matter – Statistical Mechanics

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

31 pages, 8 figures, corrections to improve readability

Scientific paper

We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time scales. The multifractal description of asset fluctuations is generalized into a multivariate framework to account simultaneously for correlations across times scales and between a basket of assets. The reported empirical results show that this extension is pertinent for financial modelling. The second part of the paper applies this theory to portfolio optimisation. Our multi-scale description allows us to characterize the portfolio return distribution at all time scales simultaneously. The portfolio composition is predicted to change with the investment time horizon (i.e., the time scale) in a way that can be fully determined once an adequate measure of risk is chosen. We discuss the use of the fourth-order cumulant and of utility functions. While the portfolio volatility can be optimized in some cases for all time horizons, the kurtosis and higher normalized cumulants cannot be simultaneously optimized. For a fixed investment horizon, we study in details the influence of the number of periods, i.e., of the number of rebalancing of the portfolio. For the large risks quantified by the cumulants of order larger than two, the number of periods has a non-trivial influence, in contrast with Tobin's result valid in the mean-variance framework. This theory provides a fundamental framework for the conflicting optimization involved in the different time horizons and quantifies systematically the trade-offs for an optimal inter-temporal portfolio optimization.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Multifractal returns and Hierarchical Portfolio Theory does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Multifractal returns and Hierarchical Portfolio Theory, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Multifractal returns and Hierarchical Portfolio Theory will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-344016

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.