SSRNCrypto & DeFi
Systematic Hedging of the Cryptocurrency Portfolio
QuantPedia's article suggests a strategy to hedge cryptocurrency portfolios in cold storage using a Top 5 cryptocurrency index and BTC derivatives to reduce market risk.
Featured in No. 41 on 20 Mar 2024 · 3 days after release · 0 citations today
- Released
- 17 Mar 2024
- First featured
- No. 41 · 20 Mar 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4762733
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).