Showing 1 - 10 of 13,245
Persistent link: https://www.econbiz.de/10012139775
Persistent link: https://www.econbiz.de/10012064776
Persistent link: https://www.econbiz.de/10010526646
Persistent link: https://www.econbiz.de/10012171651
Persistent link: https://www.econbiz.de/10011327609
This paper addresses the open debate about the usefulness of high-frequency (HF) data in large-scale portfolio allocation. We consider the problem of constructing global minimum variance portfolios based on the constituents of the S&P 500 over a four-year period covering the 2008 financial...
Persistent link: https://www.econbiz.de/10009714536
Persistent link: https://www.econbiz.de/10010412570
Persistent link: https://www.econbiz.de/10012792858
Persistent link: https://www.econbiz.de/10012616154