Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data

Nuria Alemany, Vicent Aragó and Enrique Salvador
The Journal of Portfolio Management November 2020, jpm.2020.1.185; DOI: https://doi.org/10.3905/jpm.2020.1.185

Article Information

jpm.2020.1.185
DOI 
https://doi.org/10.3905/jpm.2020.1.185
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online September 20, 2020.

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© 2020 Pageant Media Ltd

Author Information

  1. Nuria Alemany
    1. is a lecturer in finance in the Faculty of Law and Economics at University Jaume I in Castellón, Spain. (nalemany{at}uji.es)
  2. Vicent Aragó
    1. is an associate professor in the Faculty of Law and Economics at University Jaume I in Castellón, Spain. (arago{at}uji.es)
  3. Enrique Salvador
    1. is a lecturer in finance in the Faculty of Law and Economics at University Jaume I in Castellón, Spain. (esalvado{at}uji.es)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Optimal Beats Naive Diversification: Asset Allocation Using High-Frequency Data
Nuria Alemany, Vicent Aragó, Enrique Salvador
The Journal of Portfolio Management Sep 2020, jpm.2020.1.185; DOI: 10.3905/jpm.2020.1.185
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