Cryptocurrency portfolio optimization: Utilizing a GARCH‐copula model within the Markowitz framework.

Autor: Jeleskovic, Vahidin1 (AUTHOR) vahidin.jeleskovic@hu-berlin.de, Latini, Claudio2 (AUTHOR), Younas, Zahid I.3 (AUTHOR), Al‐Faryan, Mamdouh A. S.4 (AUTHOR)
Zdroj: Journal of Corporate Accounting & Finance (Wiley). Oct2024, Vol. 35 Issue 4, p139-155. 17p.
Databáze: Business Source Ultimate
Externí odkaz: