Portfolio management with cryptocurrencies: the role of estimation risk
type: Item
instance of: scholarly article
title: Portfolio management with cryptocurrencies: the role of estimation risk
zbMATH Open document ID: 1411.91526
author: Emmanouil Platanakis
author: Andrew Urquhart
published in: Economics Letters
publication date: 2019-04-18T00:00:00Z
full work available at URL: ELs-Blind.Submission.R&R[1].pdf
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7045825
zbMATH Keywords: cryptocurrencies
zbMATH Keywords: estimation errors
zbMATH Keywords: portfolio optimization
MaRDI profile type: Publication
OpenAlex ID: W2913024436
cites work: Volatility and return jumps in Bitcoin
cites work: The benefits of differential variance-based constraints in portfolio optimization
cites work: Model-based pairs trading in the bitcoin markets
cites work: Optimal vs naïve diversification in cryptocurrencies
Wikidata QID: Q128529608
DOI: 10.1016/J.ECONLET.2019.01.019
description: scientific article; zbMATH DE number 7045825