Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Yuan Hu, W. Brent Lindquist, and Frank J. Fabozzi
| Year of publication: |
2021
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|---|---|
| Authors: | Hu, Yuan ; Lindquist, W. Brent ; Fabozzi, Frank J. |
| Published in: |
The journal of alternative investments : JAI. - New York, NY : Institutional Investor, ISSN 1520-3255, ZDB-ID 2048686-8. - Vol. 24.2021, 1, p. 75-93
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| Subject: | Currency | options | statistical methods | VAR and use of alternative risk measures of trading risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Risiko | Risk | Statistische Methode | Statistical method | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jai.2021.1.133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012613090