Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds Through Optimisation Techniques: Some Empirical and Monte Carlo Results

Georgios Xanthos and Dikaios Tserkezos ()
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Dikaios Tserkezos: Department of Economics, University of Crete, Greece

No 812, Working Papers from University of Crete, Department of Economics

Keywords: Portfolio Optimization; Stocks; Temporal Aggregation; Stochastic Simulation; The Banking Sector of the Athens Stocks Exchange (search for similar items in EconPapers)
JEL-codes: C32 C43 C51 G14 (search for similar items in EconPapers)
Pages: 27 pages
Date: 2006-11-30
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Published in Operational Research Journal

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