Portfolio choice with high frequency data: CRRA preferences and the liquidity effect
Crossref DOI link: https://doi.org/10.1007/s10258-017-0131-3
Published Online: 2017-03-31
Published Print: 2017-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Brito, R. P. http://orcid.org/0000-0002-7871-7058
Sebastião, H.
Godinho, P.
Funding for this research was provided by:
Fundação para a Ciência e a Tecnologia (SFRH/BD/94778/2013)
License valid from 2017-03-31