How does price (in)efficiency influence cryptocurrency portfolios performance? : the role of multifractality
Year of publication: |
2023
|
---|---|
Authors: | Salis, Eduardo Amorim Vilela de ; Maciel, Leandro |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 11, p. 1637-1658
|
Subject: | Cryptocurrency | Market efficiency | MF-DFA | Multifractality | Portfolio allocation | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Effizienzmarkthypothese | Efficient market hypothesis | Welt | World |
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