Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Ivilina Popova, Jot K. Yau
| 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 | Virtuelle Währung | Virtual currency | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomaß | Risk measure | Risiko | Risk | Statistische Verteilung | Statistical distribution | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2074352 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304579