---
title: Portfolio Risk and Return in the Crypto Market
url: https://www.ml-quant.com/papers/repec/sae-sagope-v-13-y-2023-i-3-p-21582440231193600/
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:sae:sagope:v:13:y:2023:i:3:p:21582440231193600
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.1177%2F21582440231193600%3Bh%3Drepec%3Asae%3Asagope%3Av%3A13%3Ay%3A2023%3Ai%3A3%3Ap%3A21582440231193600
featured: 2024-02-21
citations: unknown
topic: Crypto & 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.1177%2F21582440231193600%3Bh%3Drepec%3Asae%3Asagope%3Av%3A13%3Ay%3A2023%3Ai%3A3%3Ap%3A21582440231193600
- Identifier: RePEc:sae:sagope:v:13:y:2023:i:3:p:21582440231193600
- Released: 2023-11-11
- First featured: Quant Letter No. 38 (2024-02-21): https://www.ml-quant.com/issues/2024-02-21/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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