Exploring entropy-based portfolio strategies : empirical analysis and cryptocurrency impact
Year of publication: |
2024
|
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Authors: | Giunta, Nicolò ; Orlando, Giuseppe ; Carleo, Alessandra ; Ricci, Jacopo Maria |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 5, Art.-No. 78, p. 1-26
|
Subject: | Bitcoin | coherent risk measures | entropic value at risk | entropy | portfolio optimization | value at risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Entropie | Entropy | Theorie | Theory | Virtuelle Währung | Virtual currency | Risiko | Risk | Risikomanagement | Risk management | Messung | Measurement |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks12050078 [DOI] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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