Work

Portfolio diversification across cryptocurrencies

Year: 2018

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2018.07.010

Author: Weiyi Liu

Institution: Capital University of Economics and Business

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: Australian National University, National Natural Science Foundation of China, Science Foundation for Excellent Youth Scholars of Sichuan University

Award: 基于高频极值数据的金融资产跳跃行为建模研究

OpenAlex ID: W2883487552

FWCI: 15.96

Cites: 20

Cited by: 205

Related to: 10