A multicountry comparison of cryptocurrency vs gold: Portfolio optimization through generalized simulated annealing
The last few years have seen a paradigm shift in the financial sector with the development of cryptocurrencies as an alternative mode of payment as well as an investment scheme. The aim of this study is two-fold. The first is to quantify the volatility of cryptocurrencies in terms of the dynamics of...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2022-09-01
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| Series: | Blockchain: Research and Applications |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2096720922000161 |