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

Nuria Alemany; Vicent Aragó; Enrique Salvador

doi:10.3905/jpm.2020.1.185

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

Nuria Alemany

is a lecturer in finance in the Faculty of Law and Economics at University Jaume I in Castellón, Spain

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Vicent Aragó

is an associate professor in the Faculty of Law and Economics at University Jaume I in Castellón, Spain

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Enrique Salvador

is a lecturer in finance in the Faculty of Law and Economics at University Jaume I in Castellón, Spain

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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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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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