Managing cryptocurrency risk exposures in equity portfolios : evidence from high-frequency data
Minhao Leong, Vitali Alexeev, Simon Kwok
| Year of publication: |
2025
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|---|---|
| Authors: | Leong, Minhao ; Alexeev, Vitali ; Kwok, Simon Sai Man |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 99.2025, Art.-No. 102123, p. 1-20
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| Subject: | Risk management | High-frequency data | Cryptocurrency | Equity portfolio | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Risikomanagement | Volatilität | Volatility | Finanzmarkt | Financial market | Portfolio-Investition | Foreign portfolio investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2025.102123 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015405747