FRACTAL ANALYSIS IN ALTERNATIVE INVESTMENTS: UNVEILING DYNAMICS AND DIVERSIFICATION BENEFITS
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62690094%3A18450%2F25%3A50022244" target="_blank" >RIV/62690094:18450/25:50022244 - isvavai.cz</a>
Result on the web
<a href="https://www.worldscientific.com/doi/10.1142/S0218348X25500124" target="_blank" >https://www.worldscientific.com/doi/10.1142/S0218348X25500124</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1142/S0218348X25500124" target="_blank" >10.1142/S0218348X25500124</a>
Alternative languages
Result language
angličtina
Original language name
FRACTAL ANALYSIS IN ALTERNATIVE INVESTMENTS: UNVEILING DYNAMICS AND DIVERSIFICATION BENEFITS
Original language description
The realm of alternative investments, comprising commodities, real estate, private equity, and other non-traditional asset classes, presents a rich landscape for investors seeking diversification and enhanced returns. Amidst the complexities of these markets, fractal analysis emerges as a powerful tool for unraveling the intricate dynamics and exploring diversification benefits. This paper delves into the application of fractal theory in alternative investments, assessing its efficacy in analyzing asset price movements, correlations, and portfolio diversification. Through a comprehensive review of the literature and empirical evidence, we elucidate how fractal analysis techniques can deepen our understanding of alternative investment markets and inform strategic decision-making. Key findings highlight the ability of fractal analysis to capture nonlinear dependencies, self-similarity, and multi-scale dynamics across various asset classes. The study demonstrates how these insights enhance portfolio resilience, optimize asset allocation, and improve risk-adjusted returns. Additionally, this research contributes novel perspectives on integrating fractal methods with portfolio management and risk diversification strategies. © 2025 World Scientific Publishing Company.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10700 - Other natural sciences
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Fractals
ISSN
0218-348X
e-ISSN
1793-6543
Volume of the periodical
33
Issue of the periodical within the volume
1
Country of publishing house
SG - SINGAPORE
Number of pages
8
Pages from-to
"Article number: 2550012"
UT code for WoS article
001412796900001
EID of the result in the Scopus database
2-s2.0-85216297354