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 |
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 |
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