Diversification benefits in the cryptocurrency market under mild explosivity
Sofia Anyfantaki, Stelios Arvanitis, Nikolas Topaloglou
| Year of publication: |
2021
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|---|---|
| Authors: | Anyfantaki, Sofia ; Arvanitis, Stelios ; Topaloglou, Nikolas |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 295.2021, 1 (16.11.), p. 378-393
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| Subject: | Bubbles | Cryptocurrencies | Diversification | Finance | Mild explosivity | Stochastic spanning | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Spekulationsblase | Diversifikation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.02.058 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012595999