Han, WeihaoNewton, DavidPlatanakis, EmmanouilWu, HaoranXiao, Libo2024-07-312024-07-312024-08Han, 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-wORCID: /0000-0002-9929-5245/work/157221092https://hdl.handle.net/2164/23952501907164engCryptocurrency factorsPortfolio optimisationDiversification benefitsMachine learningHB Economic TheoryHBJournal article10.1007/s11156-024-01260-w63