The diversification benefits of cryptocurrency factor portfolios : Are they there?
| dc.contributor.author | Han, Weihao | |
| dc.contributor.author | Newton, David | |
| dc.contributor.author | Platanakis, Emmanouil | |
| dc.contributor.author | Wu, Haoran | |
| dc.contributor.author | Xiao, Libo | |
| dc.contributor.institution | University of Aberdeen.Finance | en |
| dc.contributor.institution | University of Aberdeen.Business School | en |
| dc.date.accessioned | 2024-07-31T23:13:34Z | |
| dc.date.available | 2024-07-31T23:13:34Z | |
| dc.date.issued | 2024-08 | |
| dc.description.status | Peer reviewed | en |
| dc.format.extent | 50 | |
| dc.format.extent | 1907164 | |
| dc.identifier | 285073416 | |
| dc.identifier | 189ac9a2-e349-48fa-9ca7-1ec58108db77 | |
| dc.identifier | 85189001650 | |
| dc.identifier.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 | en |
| dc.identifier.doi | 10.1007/s11156-024-01260-w | |
| dc.identifier.other | ORCID: /0000-0002-9929-5245/work/157221092 | |
| dc.identifier.uri | https://hdl.handle.net/2164/23952 | |
| dc.identifier.vol | 63 | en |
| dc.language.iso | eng | |
| dc.relation.ispartof | Review of Quantitative Finance and Accounting | en |
| dc.subject | Cryptocurrency factors | en |
| dc.subject | Portfolio optimisation | en |
| dc.subject | Diversification benefits | en |
| dc.subject | Machine learning | en |
| dc.subject | HB Economic Theory | en |
| dc.subject.lcc | HB | en |
| dc.title | The diversification benefits of cryptocurrency factor portfolios : Are they there? | en |
| dc.type | Journal article | en |
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