Equity portfolio diversification with high frequency data

Vitali Alexeev*, Mardi Dungey

*Corresponding author for this work

    Research output: Contribution to journal › Article › peer-review

    13 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'Equity portfolio diversification with high frequency data'. Together they form a unique fingerprint.

    Economics, Econometrics and Finance