Phillips, Peter J.; Pohl, Gabriela - 2022
For seven cryptocurrencies—Bitcoin (BTC), Ether (ETH), Cardano (ADA), Ripple (XRP), Solana (SOL), Litecoin (LTC), and Dogecoin (DOGE)—we compute the efficient set of portfolios for daily returns for the period January 2020 to September 2022. The paper reports the “background” statistics,...