RePEcCrypto & DeFi
Factor-Based Cryptocurrency Investing
The study applies factor investing strategies to the cryptocurrency market, introducing a weekly rebalancing method and using the Newey–West standard error approach to tackle the market's high volatility and continuous trading.
Featured in No. 48 on 8 May 2024 · on release day
- Released
- 8 May 2024
- First featured
- No. 48 · 8 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 13
- Identifier
- RePEc:gam:jmathe:v:12:y:2024:i:9:p:1351-:d:1385677
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).