Hierarchical risk parity portfolio design of traditional risky assets and cryptocurrencies in the Philippines

Hierarchical risk parity portfolio design of traditional risky assets and cryptocurrencies in the Philippines

The Philippines saw the heightened interest of the investing public in cryptocurrencies when digital assets began gaining popularity, especially during the COVID-19 pandemic. This study introduces a portfolio of bonds, stocks, and foreign currency in the Philippines, combined with cryptocurrencies,...

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Bibliographic Details
Main Author: Edra, Jan Marie Claire J.
Format: text
Language:English
Published: Animo Repository 2023
Subjects:
Investments—Philippines
Cryptocurrencies—Philippines
Finance and Financial Management
Online Access:https://animorepository.dlsu.edu.ph/etdm_finman/9
https://animorepository.dlsu.edu.ph/context/etdm_finman/article/1010/viewcontent/Hierarchical_Risk2_Parity_Portfolio_Design_of_Traditional_Risky_As_Redacted.pdf
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Institution: De La Salle University
Language: English

Internet

https://animorepository.dlsu.edu.ph/etdm_finman/9
https://animorepository.dlsu.edu.ph/context/etdm_finman/article/1010/viewcontent/Hierarchical_Risk2_Parity_Portfolio_Design_of_Traditional_Risky_As_Redacted.pdf

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