Large cryptocurrency-portfolios : efficient sorting with leverage constraints
Yang Yang and Zhao Zhao
| Year of publication: |
2021
|
|---|---|
| Authors: | Yang, Yang ; Zhao, Zhao |
| Subject: | Large portfolios | cryptocurrencies | efficient sorting | leverage constraints | DCC-NL | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitalstruktur | Capital structure | Virtuelle Währung | Virtual currency | Liquiditätsbeschränkung | Liquidity constraint |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1859457 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012501245