Optimal vs naïve diversification in cryptocurrencies
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Publication:1787995
DOI10.1016/J.ECONLET.2018.07.020zbMath1397.91559OpenAlexW2884875812WikidataQ58875112 ScholiaQ58875112MaRDI QIDQ1787995
Emmanouil Platanakis, Andrew Urquhart, Charles Sutcliffe
Publication date: 8 October 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://centaur.reading.ac.uk/78105/3/Optimal%20vs%20Naive%20Diversificationin%20Cryptocurrencies%20-%20Final%20Version.pdf
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Cites Work
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
- Price clustering in bitcoin
- An application of extreme value theory to cryptocurrencies
- Adaptive market hypothesis and evolving predictability of bitcoin
- Model-based pairs trading in the bitcoin markets
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