# High-dimensional minimum variance portfolio estimation based on high-frequency data

> Research article (Journal of Econometrics, 2019) · cited 60× · AI/ML

**Wikidata**: [openalex:W2953381952](https://www.wikidata.org/wiki/openalex:W2953381952)  
**Source**: https://4ort.xyz/entity/high-dimensional-minimum-variance-portfolio-estimation-based-on-high-frequency-data