Cryptocurrencies in institutional investors' portfolios: evidence from industry stop-loss rules

DOI10.1016/j.econlet.2019.108834zbMath1442.91084OpenAlexW2982776714WikidataQ126802258 ScholiaQ126802258MaRDI QIDQ777640

Jędrzej Białkowski

Publication date: 7 July 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.108834

zbMATH Keywords

portfolio optimizationcryptocurrenciesBitcoininstitutional investorstop-loss rules

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Portfolio management with cryptocurrencies: the role of estimation risk
• Volatility estimation for Bitcoin: a comparison of GARCH models
• Optimal vs naïve diversification in cryptocurrencies

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