The diversification benefits of cryptocurrency factor portfolios : are they there?
Weihao Han, David Newton, Emmanouil Platanakis, Haoran Wu, Libo Xiao
| Year of publication: |
2024
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|---|---|
| Authors: | Han, Weihao ; Newton, David P. ; Platanakis, Emmanouil ; Wu, Haoran ; Xiao, Libo |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 63.2024, 2, p. 469-518
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| Subject: | Cryptocurrency factors | Diversification benefits | Machine learning | Portfolio optimisation | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Diversifikation | Diversification | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-024-01260-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135905