Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
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Published:2020-09-20
Issue:1
Volume:47
Page:51-74
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ISSN:0095-4918
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Container-title:The Journal of Portfolio Management
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language:en
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Short-container-title:JPM
Author:
Alemany Nuria,Aragó Vicent,Salvador Enrique
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Cited by
1 articles.
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