Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China
Kim Hung Pho, Sel Ly, Richard Lu, Thi Hong Van Hoang, Wing-Keung Wong
| Year of publication: |
2021
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|---|---|
| Authors: | Pho, Kim-Hung ; Ly, Sel ; Lu, Richard ; Hoang, Thi Hong Van ; Wong, Wing Keung |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 74.2021, p. 1-30
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| Subject: | Gold | Bitcoin | Bonds | Copula | Expected shortfall | Sectoral stocks | Stochastic dominance | Value-at-Risk | China | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101674 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012803931