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

DOI10.1016/J.ECONLET.2019.108834MaRDI QIDQ777640zbMATH OpenOpenAlexWikidataFDO

Authors 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)

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Cites work

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• Portfolio management with cryptocurrencies: the role of estimation risk
• Volatility estimation for Bitcoin: a comparison of GARCH models

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• Establishing cryptocurrency equilibria through game theory
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• Are DeFi tokens a separate asset class from conventional cryptocurrencies?
• Portfolio management with cryptocurrencies: the role of estimation risk
• Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect

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