ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach
This study aims to compose a portfolio consisting crypto hedge fund and ASEAN-5 stock market and to examine the hedging effect of crypto hedge fund against those stock markets. This study employs dynamic portfolio approach using data from the period of July 2013 to August 2021. This analysis finds t...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2022-04-01
|
| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440221094612 |