It's all in the timing again : simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market
Ricardo de Souza Tavares, João Frois Caldeira and Gerson de Souza Raimundo Júnior
| Year of publication: |
2022
|
|---|---|
| Authors: | Tavares, Ricardo de Souza ; Caldeira, João F. ; Raimundo Júnior, Gerson de Souza |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 2, p. 118-122
|
| Subject: | bitcoin | Cryptocurrencies | portfolio selection | volatility timing | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Zeit | Time |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1859446 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803391