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Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies

Since its conception, the cryptocurrency market has been frequently described as an immature market, characterized by significant swings in volatility and occasionally described as lacking rhyme or reason. There has been great speculation as to what role it plays in a diversified portfolio. For inst...

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Detalles Bibliográficos
Autores principales: James, Nick, Menzies, Max
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10297033/
https://www.ncbi.nlm.nih.gov/pubmed/37372275
http://dx.doi.org/10.3390/e25060931

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