readme.liu.txt
Creators:
Qianqiu Liu
From the dataset abstract
We examine how the use of high-frequency data impacts the portfolio optimization decision. Prior research has documented that an estimate of realized volatility is more precise when based...
Source: On portfolio optimization: How and when do we benefit from high-frequency data? (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/30606726-21dc-4c9f-88c4-f5362704e596/resource/44226aaf-87e8-4152-a20d-713a9b349cf1/download/readme.liu.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
