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The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19

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dc.contributor.authorHuang, Xinyu
dc.contributor.authorHan, Weihao
dc.contributor.authorNewton, David
dc.contributor.authorPlatanakis, Emmanouil
dc.contributor.authorStafylas, Dimitrios
dc.contributor.authorSutcliffe, Charles
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.date.accessioned2023-07-03T08:28:01Z
dc.date.available2023-07-03T08:28:01Z
dc.date.issued2023-05
dc.descriptionWe wish to thank the anonymous reviewers and the editor of this journal for their valuable comments on earlier versions of this paper as well as participants at the Cryptocurrency Research Conference 2021 (Reading, UK) and the National Conference of the Financial Engineering and Banking Society (Athens, Greece).en
dc.description.statusPeer revieweden
dc.format.extent26
dc.format.extent2401622
dc.identifier226653762
dc.identifier2188b54f-7489-47cb-9bad-b16b81a83c25
dc.identifier85126023333
dc.identifier.citationHuang, X, Han, W, Newton, D, Platanakis, E, Stafylas, D & Sutcliffe, C 2023, 'The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19', European Journal of Finance, vol. 29, no. 7, pp. 800-825. https://doi.org/10.1080/1351847X.2022.2033806en
dc.identifier.doi10.1080/1351847X.2022.2033806
dc.identifier.iss7en
dc.identifier.issn1351-847X
dc.identifier.otherORCID: /0000-0002-9929-5245/work/127818753
dc.identifier.urihttps://hdl.handle.net/2164/21076
dc.identifier.vol29en
dc.language.isoeng
dc.relation.ispartofEuropean Journal of Financeen
dc.subjectNo substantive connection to the University of Aberdeenen
dc.subjectCryptocurrenciesen
dc.subjectCovid-19en
dc.subjectdiversificationen
dc.subjectmachine learningen
dc.subjectportfolio managementen
dc.subjectH Social Sciencesen
dc.subjectSupplementary Informationen
dc.subject.lccHen
dc.titleThe diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19en
dc.typeJournal articleen

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