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The Effectiveness of Volatility Control Strategies in Incorporating Crypto or Digital Assets Into Portfolios

Effectiveness: Volatility control strategies are effective in managing risk in high-volatility assets like crypto, but their risk-adjusted performance varies, as per a study on portfolio construction techniques.

Featured in No. 13 on 24 Aug 2023 · · 0 citations today

Released
24 Apr 2023
First featured
No. 13 · 24 Aug 2023
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Identifier
SSRN 4548964

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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