| Paper: | SPTM-P14.5 |
| Session: | Detection and Estimation Methods, and Applications (Joint SPTM/SAM) |
| Location: | Poster Area J |
| Session Time: | Friday, May 31, 10:30 - 12:30 |
| Presentation Time: | Friday, May 31, 10:30 - 12:30 |
| Presentation: |
Poster
|
| Topic: |
Signal Processing Theory and Methods: Statistical Signal Processing |
| Paper Title: |
PERFORMANCE ANALYSIS OF MINIMUM VARIANCE ASSET ALLOCATION WITH HIGH FREQUENCY DATA |
| Authors: |
Jian Yu, Hong Kong University of Science and Technology, Hong Kong SAR of China; Francisco Rubio, Genetic Finance (HK) Limited, Hong Kong SAR of China; Matthew McKay, Hong Kong University of Science and Technology, Hong Kong SAR of China |
