RePEcCrypto & DeFi
Cryptocurrency Factor Portfolios
The study suggests that adding cryptocurrency factors to a stock-bond portfolio can benefit investors, especially when using machine-learning for asset allocation.
Featured in No. 58 on 24 Jul 2024 · on release day
- Released
- 24 Jul 2024
- First featured
- No. 58 · 24 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 23
- Identifier
- RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01260-w
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).