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Cryptocurrency-portfolios in a mean-variance framework

  • Published:2019-03 Issue: Volume:28 Page:259-264
  • ISSN:1544-6123
  • Container-title:Finance Research Letters
  • language:en
  • Short-container-title:Finance Research Letters

Author:

Brauneis Alexander,Mestel RolandORCID

Publisher

Elsevier BV

Subject

Finance

Reference19 articles.

1. The inefficiency of Bitcoin revisited: a dynamic approach;Bariviera;Econ. Lett.,2017

2. Bitcoin, gold and the US dollar - A replication and extension;Baur;Finance Res. Lett.,2017

3. Bitcoin: Medium of exchange or speculative assets?;Baur;J. Int. Financial Markets, Inst. Money,2017

4. Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis;Bouoiyour;Ann. Financ. Econ.,2015

5. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions;Bouri;Finance Res. Lett.,2017

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1. Dynamic dependence between quantum computing stocks and Bitcoin: Portfolio strategies for a new era of asset classes;International Review of Financial Analysis;2024-10

2. Cryptocurrency volatility: A review, synthesis, and research agenda;Research in International Business and Finance;2024-08

3. Incorporating weather information into commodity portfolio optimization;Finance Research Letters;2024-08

4. Advances in risk management: optimum investment portfolios in tanker shipping;Maritime Economics & Logistics;2024-07-06

5. Spectral risk for digital assets;Review of Quantitative Finance and Accounting;2024-07-02
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