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  • Search: subject:"Markowitz’s portfolio theory"
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Markowitz’s portfolio theory 1 Monte Carlo simulation 1 Monte Carlo simulations 1 Monte-Carlo-Simulation 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risk management 1 Russian-Ukrainian war 1 Simulation 1 Theorie 1 Theory 1 Virtual currency 1 Virtuelle Währung 1 Volatility 1 Volatilität 1 cryptocurrencies 1 diversification 1 risk management 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bányai, Attila 1 Pataki, László 1 Tatay, Tibor 1 Thalmeiner, Gergő 1
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Risks : open access journal 1
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ECONIS (ZBW) 1
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Optimising portfolio risk by involving crypto assets in a volatile macroeconomic environment
Bányai, Attila; Tatay, Tibor; Thalmeiner, Gergő; … - In: Risks : open access journal 12 (2024) 4, pp. 1-21
Portfolio diversification is an accepted principle of risk management. When constructing an efficient portfolio, there are a number of asset classes to choose from. Financial innovation is expanding the range of instruments. In addition to traditional commodities and securities, other...
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