Cryptocurrency Trading and Downside Risk

Cryptocurrency Trading and Downside Risk

Since the debut of cryptocurrencies, particularly Bitcoin, in 2009, cryptocurrency trading has grown in popularity among investors. Relative to other conventional asset classes, cryptocurrencies exhibit high volatility and, consequently, downside risk. While the prospects of high returns are allurin...

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Bibliographic Details
Main Authors:	Farhat Iqbal, Mamoona Zahid, Dimitrios Koutmos
Format:	Article
Language:	English
Published:	MDPI AG 2023-07-01
Series:	Risks
Subjects:	cryptocurrencies downside risk VaR models weighted aggregative approach
Online Access:	https://www.mdpi.com/2227-9091/11/7/122

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