Portfolio diversification across cryptocurrencies
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DOI: 10.1016/j.frl.2018.07.010
Abstract: Abstract Utilizing the empirical data of ten major cryptocurrencies, this article examines the investablitiy and role of diversification in cryptocurrency market, and evaluates the out-of-sample performance of commonly used asset allocation models across cryptocurrencies. We… read more here.
Keywords: finance; across cryptocurrencies; portfolio diversification; diversification across ... See more keywords