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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Nick James, Max Menzies
التنسيق: مقال
اللغة:English
منشور في: MDPI AG 2023-06-01
سلاسل:Entropy
الموضوعات:
الوصول للمادة أونلاين:https://www.mdpi.com/1099-4300/25/6/931