Crypto portfolio optimization through lens of tail risk and variance measures
Year of publication: |
2022
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---|---|
Authors: | Tomić, Bojan ; Žiković, Saša ; Jovanović, Lorena |
Published in: |
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu. - Rijeka : Univ., ISSN 1846-7520, ZDB-ID 2262889-7. - Vol. 40.2022, 2, p. 297-312
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Subject: | portfolio optimization | cryptocurrency | risk evaluation | investments | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Virtuelle Währung | Virtual currency | Theorie | Theory | Risiko | Risk |
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