Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/42209| Title: | On the gains of using high frequency data and higher moments in Portfolio Selection | Authors: | Brito, Rui Pedro Sebastião, Hélder Godinho, Pedro |
Issue Date: | 2017 | Project: | info:eu-repo/grantAgreement/FCT/SFRH/BD/94778/2013 | Series/Report no.: | CeBER Working Paper;No.2017/02 | URI: | https://hdl.handle.net/10316/42209 | Rights: | openAccess |
| Appears in Collections: | I&D CeBER - Working Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| On the gains of using high frequency data and higher moments in Portfolio Selection.pdf | 1.47 MB | Adobe PDF | View/Open |
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