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SSRNCrypto & DeFi

Managing Bitcoin Risk Exposures in Equity Portfolios: Evidence from High-Frequency Data

The study indicates that Bitcoin's risk impact on equity portfolios has grown, particularly after COVID-19, highlighting a need for investment professionals to manage Bitcoin-related risks.

Featured in No. 46 on 24 Apr 2024 · 6 days after release · 0 citations today

Released
18 Apr 2024
First featured
No. 46 · 24 Apr 2024
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4800462

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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