SSRNCrypto & DeFi
Cryptocurrency Factor Diversification
Research indicates that adding size and momentum-based cryptocurrency factors to a stock-bond portfolio can significantly diversify it, with machine-learning asset allocation strategies enhancing these benefits.
Featured in No. 39 on 6 Mar 2024 ·
- Released
- 9 Jan 2023
- First featured
- No. 39 · 6 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4744431
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