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/S0217595920400242zbMATH Open1505.91349OpenAlexW3124351793MaRDI QIDQ5057286FDOQ5057286
Authors: Abdulnasser Hatemi-J, Elie Bouri, Rangan Gupta, M. A. 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
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Cites Work
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation
- Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory
- Portfolio selection: an alternative approach
- Dynamic portfolio optimization across hidden market regimes
Cited In (6)
- Does Bitcoin add value to global industry portfolios?
- Diversification benefits in the cryptocurrency market under mild explosivity
- Gold in portfolio: a long-term or short-term diversifier?
- Herding Behavior and Liquidity in the Cryptocurrency Market
- Optimal vs naïve diversification in cryptocurrencies
- Portfolio management with cryptocurrencies: the role of estimation risk
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