Table 11 Price series volatility
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
AXS | CHZ | FIL | FTM | GRT |
|---|---|---|---|---|
0.6713 | 0.5606 | 0.5199 | 0.7834 | 0.5018 |
From: Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
AXS | CHZ | FIL | FTM | GRT |
|---|---|---|---|---|
0.6713 | 0.5606 | 0.5199 | 0.7834 | 0.5018 |