Portfolio diversification of MENA markets with cryptocurrencies: Mean-variance vs higher-order moments approach-Reference-Cited by-同舟云学术

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Portfolio diversification of MENA markets with cryptocurrencies: Mean-variance vs higher-order moments approach

Published:2022-09 Issue: Volume:17 Page:e01303
ISSN:2468-2276
Container-title:Scientific African
language:en
Short-container-title:Scientific African

Author:

Khaki Audil Rashid^ORCID,Al-Mohamad Somar,Jreisat Ammar^ORCID,Al-Hajj Fadia,Rabbani Mustafa Raza

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference58 articles.

1. Bitcoin and Portfolio Diversification: Evidence from India;Aggarwal,2018

2. Globalization of finance and fintech in the MENA region;Allen;Econ. Res. Forum (ERF),2021

3. The effect of cryptocurrency on investment portfolio effectiveness;Andrianto;J. Finance Account.,2017

4. Bitcoin and portfolio diversification: a portfolio optimization approach;Bakry;J. Risk Financ. Manag.,2021

5. Are cryptocurrencies connected to forex? A quantile cross-spectral approach;Baumöhl;Finance Res. Lett.,2018

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties;Journal of the Knowledge Economy;2024-01-27

2. Making Informed Decisions in the Volatile Crypto Market: An Analysis of Portfolio Risk and Return;SAGE Open;2023-07

3. Cryptocurrencies and portfolio diversification before and during COVID-19;EuroMed Journal of Business;2023-06-15

4. Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?;Research in International Business and Finance;2023-01

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