Cryptocurrency Portfolio Selection—A Multicriteria Approach

Cryptocurrency Portfolio Selection—A Multicriteria Approach

This paper proposes the PROMETHEE II based multicriteria approach for cryptocurrency portfolio selection. Such an approach allows considering a number of variables important for cryptocurrencies rather than limiting them to the commonly employed return and risk. The proposed multiobjective decision...

Full description

Bibliographic Details
Main Authors: Zdravka Aljinović, Branka Marasović, Tea Šestanović
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Mathematics
Subjects:
cryptocurrency
portfolio selection
return and risk measures
market capitalization
volume
attractiveness
Online Access:https://www.mdpi.com/2227-7390/9/14/1677

Internet

https://www.mdpi.com/2227-7390/9/14/1677

Similar Items