Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/42209
DC FieldValueLanguage
dc.contributor.authorBrito, Rui Pedro-
dc.contributor.authorSebastião, Hélder-
dc.contributor.authorGodinho, Pedro-
dc.date.accessioned2017-07-03T15:53:14Z-
dc.date.available2017-07-03T15:53:14Z-
dc.date.issued2017-
dc.identifier.urihttp://hdl.handle.net/10316/42209-
dc.language.isoengpor
dc.relationinfo:eu-repo/grantAgreement/FCT/SFRH/BD/94778/2013-
dc.relation.ispartofseriesCeBER Working Paper;No.2017/02-
dc.rightsopenAccesspor
dc.titleOn the gains of using high frequency data and higher moments in Portfolio Selectionpor
dc.typeworkingPaperpor
dc.peerreviewednopor
uc.controloAutoridadeSim-
item.fulltextCom Texto completo-
item.grantfulltextopen-
item.languageiso639-1en-
crisitem.author.deptFaculdade de Economia, Universidade de Coimbra-
crisitem.author.deptFaculdade de Economia, Universidade de Coimbra-
crisitem.author.deptFaculdade de Economia, Universidade de Coimbra-
crisitem.author.researchunitCentre for Business and Economics Research-
crisitem.author.researchunitGroup for Monetary and Financial Studies-
crisitem.author.researchunitCentre for Business and Economics Research-
crisitem.author.researchunitCentre for Business and Economics Research-
crisitem.author.orcid0000-0002-7871-7058-
crisitem.author.orcid0000-0002-1743-6869-
crisitem.author.orcid0000-0003-2247-7101-
Appears in Collections:I&D CeBER - Working Papers
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