Please use this identifier to cite or link to this item: https://hdl.handle.net/10316/42209
DC FieldValueLanguage
dc.contributor.authorBrito, Rui Pedro-
dc.contributor.authorSebastião, Hélder-
dc.contributor.authorGodinho, Pedro-
dc.date.accessioned2017-07-03T15:53:14Z-
dc.date.available2017-07-03T15:53:14Z-
dc.date.issued2017-
dc.identifier.urihttps://hdl.handle.net/10316/42209-
dc.language.isoengpor
dc.relationinfo:eu-repo/grantAgreement/FCT/SFRH/BD/94778/2013-
dc.relation.ispartofseriesCeBER Working Paper;No.2017/02-
dc.rightsopenAccesspor
dc.titleOn the gains of using high frequency data and higher moments in Portfolio Selectionpor
dc.typeworkingPaper-
dc.peerreviewednopor
uc.controloAutoridadeSim-
item.grantfulltextopen-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextCom Texto completo-
item.openairetypeworkingPaper-
item.cerifentitytypePublications-
item.languageiso639-1en-
crisitem.author.researchunitCeBER – Centre for Business and Economics Research-
crisitem.author.researchunitGroup for Monetary and Financial Studies-
crisitem.author.researchunitCeBER – Centre for Business and Economics Research-
crisitem.author.researchunitCeBER – Centre for Business and Economics Research-
crisitem.author.orcid0000-0002-7871-7058-
crisitem.author.orcid0000-0002-1743-6869-
crisitem.author.orcid0000-0003-2247-7101-
Appears in Collections:I&D CeBER - Working Papers
Files in This Item:
File Description SizeFormat
On the gains of using high frequency data and higher moments in Portfolio Selection.pdf1.47 MBAdobe PDFView/Open
Show simple item record

Page view(s) 50

443
checked on Oct 29, 2024

Download(s)

206
checked on Oct 29, 2024

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.