Optimal vs naïve diversification in cryptocurrencies

2018/07/21 by Emmanouil Platanakis, Charles Sutcliffe, Andrew Urquhart
Computer Science · Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Blockchain Technology Applications and Security #Market Dynamics and Volatility

paper · doi:10.1016/j.econlet.2018.07.020

openalex publication_date 2018/07/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Citations

• Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin
• The inefficiency of Bitcoin
• A new look at Cryptocurrencies
• Asset–liability modelling and pension schemes: the application of robust optimization to USS
• Mutual Fund Performance