RePEcCrypto & DeFi
Portfolio Risk and Return in the Crypto Market
The study explores the risk-return tradeoffs of the most tradable cryptocurrencies, concluding that a portfolio of 10 cryptocurrencies provides better optimization than one with five.
Featured in No. 38 on 21 Feb 2024 ·
- Released
- 11 Nov 2023
- First featured
- No. 38 · 21 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 16
- Identifier
- RePEc:sae:sagope:v:13:y:2023:i:3:p:21582440231193600
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).