The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction
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Publication:5057286
DOI10.1142/S0217595920400242zbMath1505.91349MaRDI QIDQ5057286
Rangan Gupta, Abdulnasser Hatemi-J, Elie Bouri, Mohamed Ali Hajji
Publication date: 16 December 2022
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0217595920400242
91G10: Portfolio theory
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Cites Work
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation
- Portfolio selection: an alternative approach
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
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