Estimation and Application of Minimum Variance Portfolio Risk Based on High Dimensional and High Frequency Financial Data

LIU Liping, L¨U Zheng

Journal of System Science and Mathematical Science Chinese Series ›› 2021, Vol. 41 ›› Issue (10) : 2948-2964.

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Journal of System Science and Mathematical Science Chinese Series ›› 2021, Vol. 41 ›› Issue (10) : 2948-2964. DOI: 10.12341/jssms20403

Estimation and Application of Minimum Variance Portfolio Risk Based on High Dimensional and High Frequency Financial Data

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(10): 2948-2964 https://doi.org/10.12341/jssms20403

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