The influence of Bitcoin on portfolio diversification and design
Year of publication: |
2020
|
---|---|
Authors: | Akhtaruzzaman, Md. ; Sensoy, Ahmet ; Corbet, Shaen |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-8
|
Subject: | Bitcoin | DCC | Diversification | Hedge ratio | Optimal portfolio | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Hedging | Diversifikation | Portfoliodiversifikation | Portfolio diversification |
-
Can diversification be improved by using cryptocurrencies? : evidence from Indian equity market
Jana, Susovon, (2023)
-
Diversification in financial and crypto markets
Osman, Myriam Ben, (2023)
-
Portfolio diversification and dynamic hedging among BRICS stock markets and cryptocurrencies
Khaki, Audil Rashid, (2024)
- More ...
-
Is gold a hedge or a safe-haven asset in the COVID-19 crisis?
Akhtaruzzaman, Md., (2021)
-
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar, (2024)
-
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
Banerjee, Ameet Kumar, (2022)
- More ...