It's all in the timing again : simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market
Year of publication: |
2022
|
---|---|
Authors: | Tavares, Ricardo de Souza ; Caldeira, João F. ; Raimundo Júnior, Gerson de Souza |
Subject: | bitcoin | Cryptocurrencies | portfolio selection | volatility timing | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Zeit | Time |
-
Cryptocurrency Momentum and VIX premium
Chang, Hsuan-ling, (2023)
-
Low-volatility strategies for highly liquid cryptocurrencies
Kaya, Orcun, (2022)
-
On timing ability in Australian managed funds
In, Francis Haeuck, (2014)
- More ...
-
Cryptocurrencies : formation of returns from the CRIX index
Tavares, Ricardo de Souza, (2021)
-
Market stress and herding : a new approach to the cryptocurrency market
Raimundo Júnior, Gerson de Souza, (2022)
-
Tavares, Ricardo de Souza, (2021)
- More ...