The diversification benefits of cryptocurrency factor portfolios : Are they there?

Han, Weihao; Newton, David; Platanakis, Emmanouil; Wu, Haoran; Xiao, Libo

The diversification benefits of cryptocurrency factor portfolios : Are they there?

Files

Han_etal_RQFA_The_diversification_benefits_VoR.pdf (1.82 MB)

Date

2024-08

Authors

Han, Weihao

Newton, David

Platanakis, Emmanouil

Wu, Haoran

Xiao, Libo

Citation

Han, W, Newton, D, Platanakis, E, Wu, H & Xiao, L 2024, 'The diversification benefits of cryptocurrency factor portfolios : Are they there?', Review of Quantitative Finance and Accounting, vol. 63, pp. 469–518. https://doi.org/10.1007/s11156-024-01260-w