Enhancing portfolio performance with crypto tokens: a correlation network analysis
n this paper, we examine whether crypto tokens can boost portfolio performance and provide direct evidence on the claim that crypto tokens are potentially desirable alternatives for diversification. We use correlation-based networks to study the crypto token market and compare the optimal portfolio...
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Main Authors: | Ma, Mengzhong, Bao, Te, Wen, Yonggang |
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其他作者: | Interdisciplinary Graduate School (IGS) |
格式: | Conference or Workshop Item |
語言: | English |
出版: |
2023
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主題: | |
在線閱讀: | https://hdl.handle.net/10356/166686 |
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機構: | Nanyang Technological University |
語言: | English |
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