@article{caldeira2017,
  title = {Portfolio management using realized covariances: Evidence from Brazil},
  author = {João F. Caldeira, Guilherme V. Moura, Marcelo S. Perlin, André A. P. Santos},
  journal = {EconomiA},
  year = {2017},
  doi = {10.1016/j.econ.2017.05.001},
  issn = {2358-2820},
  url = {https://doi.org/10.1016/j.econ.2017.05.001}
}