@data{jae.2022319.1306037059, author = {Liu, Qianqiu}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {on-portfolio-optimization-how-and-when-do-we-benefit-from-highfrequency-data}, year = {2009}, version = {1}, url = {https://journaldata.zbw.eu/dataset/on-portfolio-optimization-how-and-when-do-we-benefit-from-highfrequency-data}, doi = "10.15456/jae.2022319.1306037059" }