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ECONIS (ZBW)
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1
Optimal
cryptocurrency
portfolio allocation over the life cycle
Rudys, Valentinas
;
Svogun, Daniel
- In:
Applied economics
55
(
2023
)
46
,
pp. 5419-5433
Persistent link: https://www.econbiz.de/10014335212
Saved in:
2
Portfolio diversification possibilities of
cryptocurrency
: global evidence
Jayawardhana, Asanga
;
Colombage, Sisira R. N.
- In:
Applied economics
56
(
2024
)
47
,
pp. 5618-5633
Persistent link: https://www.econbiz.de/10015051125
Saved in:
3
Investment in cryptocurrencies : lessons for asset pricing and portfolio theory
Dempsey, Michael
;
Huy Pham
;
Ramiah, Vikash
- In:
Applied economics
54
(
2022
)
10
,
pp. 1137-1144
Persistent link: https://www.econbiz.de/10012875129
Saved in:
4
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
5
Bitcoin
for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?
Bouri, Elie
;
Jalkh, Naji
;
Molnár, Peter
;
Roubaud, David
- In:
Applied economics
49
(
2017
)
50
,
pp. 5063-5073
Persistent link: https://www.econbiz.de/10011844889
Saved in:
6
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
7
Score-driven
cryptocurrency
and equity portfolios
Blazsek, Szabolcs
;
Bowen, Richard
- In:
Applied economics
56
(
2024
)
18
,
pp. 2109-2128
Persistent link: https://www.econbiz.de/10014475283
Saved in:
8
Hedge and safe-haven attributes of faith-based stocks vis-à-vis
cryptocurrency
environmental attention : a multi-scale quantile regression analysis
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara
- In:
Applied economics
56
(
2024
)
31
,
pp. 3698-3721
Persistent link: https://www.econbiz.de/10014528629
Saved in:
9
Non-linear dependence modelling with bivariate copulas : statistical
arbitrage
pairs trading on the S&P 100
Krauss, Christopher
;
Stübinger, Johannes
- In:
Applied economics
49
(
2017
)
52
,
pp. 5352-5369
Persistent link: https://www.econbiz.de/10011845139
Saved in:
10
Pairs trading : the case of Norwegian seafood companies
Mikkelsen, Andreas
- In:
Applied economics
50
(
2018
)
3
,
pp. 303-318
Persistent link: https://www.econbiz.de/10011846833
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