Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Year of publication: |
2023
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Authors: | Popova, Ivilina ; Yau, Jot |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 12, p. 1618-1626
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Subject: | cryptocurrencies | Bitcoin | Monte Carlo | portfolio optimization | tail risk | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation | Virtuelle Währung | Virtual currency | Risikomaß | Risk measure |
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