On the gains of using high frequency data in portfolio selection
Rui Pedro Brito, Helder Sebastião, Pedro Godinho
| Year of publication: |
2018
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|---|---|
| Authors: | Brito, Rui Pedro ; Sebastião, Helder Miguel Correia Virtuoso ; Godinho, Pedro Manuel Cortesão |
| Published in: |
Scientific Annals of Economics and Business. - Iaşi : Editura Universitǎtii Alexandru Ioan Cuza, ISSN 2501-1960, ZDB-ID 2892946-9. - Vol. 65.2018, 4, p. 365-383
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| Subject: | Portfolio selection | utility maximization criteria | higher moments | high frequency data | Portfolio-Management | Theorie | Theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.2478/saeb-2018-0030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127814