Selection of Minimum Variance Portfolio Using Intraday Data: An Empirical Comparison Among Different Realized Measures for BM&FBovespa Data
- Citation:
- Selection of Minimum Variance Portfolio Using Intraday Data: An Empirical Comparison Among Different Realized Measures for BM&FBovespa Data, Borges, B. K., Caldeira J. F., and Ziegelmann F. A. , Brazilian Review of Econometrics, Volume 35, p.23-46, (2015)
