Enhancing portfolio performance with crypto tokens: a correlation network analysis

• المؤلفون الرئيسيون: Ma, Mengzhong, Bao, Te, Wen, Yonggang
• مؤلفون آخرون: Interdisciplinary Graduate School (IGS)
• التنسيق: Conference or Workshop Item
• اللغة: English
• منشور في: 2023
• الموضوعات: Business::General; Crypto Tokens; Cryptocurrency; Blockchain; Tokenomics; Fintech; Token Returns; Portfolio Selection; Correlation Network
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/166686
• المؤسسة: Nanyang Technological University

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...