"Intradaily dynamic portfolio selection."

Luc Bauwens, Walid Ben Omrane, Erick Rengifo (2010)

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DOI: 10.1016/J.CSDA.2009.05.027

access: closed

type: Journal Article

metadata version: 2020-02-18

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Luc Bauwens, Walid Ben Omrane, Erick Rengifo:
Intradaily dynamic portfolio selection. Comput. Stat. Data Anal. 54(11): 2400-2418 (2010)

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