ML-QuantSubscribe

SSRNCrypto & DeFi

Crypto Portfolio Risk and Reward

The study finds that the Minimum Variance Portfolio performs best in cryptocurrency selection, but lacks diversification.

Featured in No. 99 on 30 May 2025 · 9 days after release

Released
21 May 2025
First featured
No. 99 · 30 May 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 5264628

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

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page