Portfolio selection based on a new constructed Sharpe index using high frequency data

WANG Yan, CHEN Min, ZHAO Zi-long

Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (1) : 17-25.

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Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (1) : 17-25. DOI: 10.12011/1000-6788(2015)1-17

Portfolio selection based on a new constructed Sharpe index using high frequency data

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2015, 35(1): 17-25 https://doi.org/10.12011/1000-6788(2015)1-17

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