FRACTAL ANALYSIS IN ALTERNATIVE INVESTMENTS: UNVEILING DYNAMICS AND DIVERSIFICATION BENEFITS

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

FRACTAL ANALYSIS IN ALTERNATIVE INVESTMENTS: UNVEILING DYNAMICS AND DIVERSIFICATION BENEFITS

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

FRACTAL ANALYSIS IN ALTERNATIVE INVESTMENTS: UNVEILING DYNAMICS AND DIVERSIFICATION BENEFITS

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10700 - Other natural sciences

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2025

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Fractals

ISSN

0218-348X

e-ISSN

1793-6543

Svazek periodika

33

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

SG - Singapurská republika

Počet stran výsledku

8

Strana od-do

"Article number: 2550012"

Kód UT WoS článku

001412796900001

EID výsledku v databázi Scopus

2-s2.0-85216297354