as combined strategies. To account for the frequently low liquidity of cryptocurrency markets we incorporate the LIBRO … cryptocurrency returns are non-redundant additions to the investment universe. …

Bitcoin blockchain has grown into an active global virtual money network with millions of accounts.We propose a Sparse … network. Our study considers the up-to-date Bitcoin blockchain, from February 2012 to July 2017, with all the transactions …

the Blockchain made it possible to fill his vision with life. Cryptocurrencies (abbr. cryptos) came up and widened the …

Known as an active global virtual money network, Bitcoin blockchain with millions of accounts has played an ever … asymptotic properties. In the real data analysis on Bitcoin blockchain from Feb 2012 to December 2021, we found that in the …

Crypto-currencies have developed a vibrant market since bitcoin, the rst crypto-currency, was created in 2009. We look …-currencies: an equallyweighted one, a value-weighted one, and one based on the CRypto-currency IndeX (CRIX). The CRIX portfolio … crypto-currency market. Deepening liquidity is accompanied by a rise in market value, and a growing number of altcoins is …

enable us to create an index, referred to as CRIX, for the cryptocurrency market. For further investigation of the new …