Browsing by Author "Newton, David"
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Item The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19(2023-05) Huang, Xinyu; Han, Weihao; Newton, David; Platanakis, Emmanouil; Stafylas, Dimitrios; Sutcliffe, Charles; University of Aberdeen.FinanceItem The diversification benefits of cryptocurrency factor portfolios : Are they there?(2024-08) Han, Weihao; Newton, David; Platanakis, Emmanouil; Wu, Haoran; Xiao, Libo; University of Aberdeen.Finance; University of Aberdeen.Business SchoolItem On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing(2024-06) Han, Weihao; Newton, David; Platanakis, Emmanouil; Sutcliffe, Charles; Ye, Xiaoxia; University of Aberdeen.Finance