Portfolio diversification across cryptocurrencies
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References listed on IDEAS
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- Tim Schmitz & Ingo Hoffmann, 2020. "Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors," Papers 2006.06237, arXiv.org, revised Aug 2020.
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- Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets," CESifo Working Paper Series 8324, CESifo.
More about this item
KeywordsCryptocurrency; Portfolio diversification; Out-of-sample performance;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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