Asset selection based on high frequency Sharpe ratio (Q2116331)
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scientific article; zbMATH DE number 7491154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset selection based on high frequency Sharpe ratio |
scientific article; zbMATH DE number 7491154 |
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Asset selection based on high frequency Sharpe ratio (English)
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16 March 2022
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asset selection
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high frequency Sharpe ratio
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ultrahigh dimensional
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serial correlation
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sure screening property
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