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Investing with cryptocurrencies - evaluating their potential for portfolio allocation strategies

Investing with cryptocurrencies - evaluating their potential for portfolio allocation strategies

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1080_14697688_2021_1880023

Investing with cryptocurrencies - evaluating their potential for portfolio allocation strategies

About this item

Full title

Investing with cryptocurrencies - evaluating their potential for portfolio allocation strategies

Publisher

Routledge

Journal title

Quantitative finance, 2021-11, Vol.21 (11), p.1825-1853

Language

English

Formats

Publication information

Publisher

Routledge

More information

Scope and Contents

Contents

Cryptocurrencies (CCs) have risen rapidly in market capitalization over the past years. Despite striking volatility, their high average returns and low correlations have established CCs as alternative investment assets for portfolio and risk management. We investigate the benefits of adding CCs to well-diversified portfolios of conventional financi...

Alternative Titles

Full title

Investing with cryptocurrencies - evaluating their potential for portfolio allocation strategies

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_crossref_primary_10_1080_14697688_2021_1880023

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1080_14697688_2021_1880023

Other Identifiers

ISSN

1469-7688

E-ISSN

1469-7696

DOI

10.1080/14697688.2021.1880023

How to access this item