Listar COFIN_Articles por fuente "The Journal of Portfolio Management November 2020, jpm.2020.1.185"
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Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
Pageant Media Ltd (2020-09-20)This article evaluates the usefulness of high-frequency data in optimal portfolio choice. The authors use a comprehensive list of major stock indexes and different frequencies of observations. Furthermore, they consider ...