A Comparison of Optimal Cryptocurrency Portfolios Performance Based on Downside Risk Measures: An Analysis of Quantile-Based Risk Measures

2024/10/26 by Shabani, Mostafa, Ghanbari, Hossein, mohammadi, emran +1
#Conditional Drawdown at Risk #Conditional Value at Risk #Downside risk measures #Portfolio optimization

paper · doi:10.71848/jcma.2024.1104452

Abstract

Journal of Capital Market Analysis,4(2),34

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