Ababio, Kofi A.; Mba, Jules Clement; Koumba, Ur - In: Cogent economics & finance 8 (2020) 1, pp. 1-27
evolution algorithm. Data on two asset classes namely cryptocurrencies and traditional indices were used in the study. The data … with 1- and 2- parameters are used to obtain the CPT values of cryptocurrencies, indices, and mixed assets (i.e. crypto … currencies and indices). We observe that portfolios consisting of assets of any kind with extremely lower CPT values generally …