Higher co-moments and adjusted Sharpe ratios for cryptocurrencies
Year of publication: |
2021
|
---|---|
Authors: | Zsolt Nagy, Bálint ; Benedek, Botond |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-7
|
Subject: | Adjusted sharpe ratio | Cokurtosis | Coskewness | Cryptocurrency | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency |
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