A network-based strategy of price correlations for optimal cryptocurrency portfolios
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- Jing, Ruixue & Rocha, Luis E.C., 2023. "A network-based strategy of price correlations for optimal cryptocurrency portfolios," Finance Research Letters, Elsevier, vol. 58(PC).
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Cited by:
- Zhao, Yingxiu & Goodell, John W. & Shen, Dehua, 2024. "Spillover effects according to classification of cryptocurrency," Finance Research Letters, Elsevier, vol. 65(C).
- Yu, Xiaoling & Cifuentes-Faura, Javier, 2024. "Information spillover among cryptocurrency and traditional financial assets: Evidence from complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 646(C).
- Nichanan Sakolvieng, 2024. "Optimizing Cryptocurrency Portfolios: A Comparative Study of Rebalancing Strategies," GATR Journals jfbr220, Global Academy of Training and Research (GATR) Enterprise.
- Fakhfekh, Mohamed & Bejaoui, Azza & Bariviera, Aurelio F. & Jeribi, Ahmed, 2024. "Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
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This paper has been announced in the following NEP Reports:- NEP-PAY-2023-05-15 (Payment Systems and Financial Technology)
- NEP-RMG-2023-05-15 (Risk Management)
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