Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models
Lanqing Du, Jinwook Lee, Namjong Kim, Paul Moon Sub Choi and Matthew J. Schneider
| Year of publication: |
2023
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|---|---|
| Authors: | Du, Lanqing ; Lee, Jinwook ; Kim, Namjong ; Choi, Paul Moon Sub ; Schneider, Matthew J. |
| Published in: |
Fintech, pandemic, and the financial system : challenges and opportunities. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-949-1. - 2023, p. 113-143
|
| Subject: | Cryptocurrency | quantitative finance | portfolio optimization | Markowitz model | Kataoka’s model | conditional value-at-risk model | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Virtuelle Währung | Virtual currency | Theorie | Theory | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S1569-376720220000022007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014245458