Enhancing portfolio performance with crypto tokens: a correlation network analysis

n this paper, we examine whether crypto tokens can boost portfolio performance and provide direct evidence on the claim that crypto tokens are potentially desirable alternatives for diversification. We use correlation-based networks to study the crypto token market and compare the optimal portfolio...

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Bibliographic Details
Main Authors: Ma, Mengzhong, Bao, Te, Wen, Yonggang
Other Authors: Interdisciplinary Graduate School (IGS)
Format: Conference Paper
Language:English
Published: 2023
Subjects:
Online Access:https://hdl.handle.net/10356/166686