Large cryptocurrency-portfolios : efficient sorting with leverage constraints
Year of publication: |
2021
|
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Authors: | Yang, Yang ; Zhao, Zhao |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 21, p. 2398-2411
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Subject: | Large portfolios | cryptocurrencies | efficient sorting | leverage constraints | DCC-NL | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitalstruktur | Capital structure | Virtuelle Währung | Virtual currency | Liquiditätsbeschränkung | Liquidity constraint |
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