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 … optimise portfolio risk. We use VaR risk measures to optimise the process. Diversification opportunities are evaluated under … 2022. Our research results ultimately confirm that including cryptoassets can reduce the risk of an investment portfolio …