Ampountolas, Apostolos - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-17
financial portfolio returns from 2019 to 2020. Moreover, we used value-at-risk (VaR) and value-at-risk measurements based on the … and respond well to previous shocks. As a result, financial assets have low unconditional volatility and the lowest risk … reports negative risk results for the entire cryptocurrency portfolio during the pandemic, except for the Ethereum (ETH). …