Large portfolio allocation using high-frequency financial data (Q1782099)
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scientific article; zbMATH DE number 6938687
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| English | Large portfolio allocation using high-frequency financial data |
scientific article; zbMATH DE number 6938687 |
Statements
Large portfolio allocation using high-frequency financial data (English)
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18 September 2018
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portfolio allocation
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risk management
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volatility matrix estimation
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high-frequency data
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regularization
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0.89883506
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0.8840874
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0.8565712
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0.8471366
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0.8431499
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0.84247863
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0.8415518
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