On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397)
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scientific article; zbMATH DE number 7553342
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| English | On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? |
scientific article; zbMATH DE number 7553342 |
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On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (English)
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5 July 2022
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asset-allocation
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non-parametric covariance estimators
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high-frequency data
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financial performance measures
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