Optimising portfolio risk by involving crypto assets in a volatile macroeconomic environment
Year of publication: |
2024
|
---|---|
Authors: | Bányai, Attila ; Tatay, Tibor ; Thalmeiner, Gergő ; Pataki, László |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 4, Art.-No. 68, p. 1-21
|
Subject: | cryptocurrencies | diversification | Markowitz’s portfolio theory | Monte Carlo simulations | risk management | Russian-Ukrainian war | Monte-Carlo-Simulation | Monte Carlo simulation | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Risikomaß | Risk measure |
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