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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| Main Author: | |
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| Format: | text |
| Language: | English |
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Animo Repository
2023
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| Subjects: | |
| 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 |