---
title: Cryptocurrency Factor Portfolios
url: https://www.ml-quant.com/papers/repec/kap-rqfnac-v-63-y-2024-i-2-d-10-1007-s11156-024-01260-w/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01260-w
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-024-01260-w%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A63%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s11156-024-01260-w
featured: 2024-07-24
citations: unknown
topic: Crypto & DeFi
---


# Cryptocurrency Factor Portfolios

The study suggests that adding cryptocurrency factors to a stock-bond portfolio can benefit investors, especially when using machine-learning for asset allocation.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-024-01260-w%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A63%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s11156-024-01260-w
- Identifier: RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01260-w
- Released: 2024-07-24
- First featured: Quant Letter No. 58 (2024-07-24): https://www.ml-quant.com/issues/2024-07-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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