Hedging uncertainty : bitcoin's asymmetric diversification benefits in factor-based portfolios
Ion-Iulian Marinescu, Nawazish Mirza, Alexandra Horobet, Lucian Belascu
| Year of publication: |
2025
|
|---|---|
| Authors: | Marinescu, Ion-Iulian ; Mirza, Nawazish ; Horobet, Alexandra ; Belascu, Lucian |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 102.2025, Art.-No. 102015, p. 1-14
|
| Subject: | crypto investments | economic policy uncertainty | portfolio optimization | risk factor portfolios | Portfolio-Management | Portfolio selection | Risiko | Risk | Hedging | Virtuelle Währung | Virtual currency | Portfolio-Investition | Foreign portfolio investment | Theorie | Theory | Kapitalanlage | Financial investment | Wirtschaftspolitik | Economic policy | Volatilität | Volatility | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2025.102015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015434177