Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies
نویسندگان
چکیده
Cryptocurrencies (CCs) have risen rapidly in market capitalization over the past years. Despite striking volatility, their high average returns and low correlations established CCs as alternat...
منابع مشابه
Evaluating the Performance of Forecasting Models for Portfolio Allocation Purposes with Generalized GRACH Method
Portfolio theory assumes that investors accept risk. This means thatin the equal rate of return on the two assets, the assets were chosenthat have a lower risk level. Modern portfolio theory is accepted byinvestors who believe that they are not cope with the market. Sothey keep many different types of securities in order to access theoptimum efficiency rate that is close to the rate of return o...
متن کاملevaluating the performance of forecasting models for portfolio allocation purposes with generalized grach method
portfolio theory assumes that investors accept risk. this means thatin the equal rate of return on the two assets, the assets were chosenthat have a lower risk level. modern portfolio theory is accepted byinvestors who believe that they are not cope with the market. sothey keep many different types of securities in order to access theoptimum efficiency rate that is close to the rate of return o...
متن کاملOptimal portfolio allocation with imposed price limit constraint
Daily price limits are adopted by many securities exchanges in countries such as the USA, Canada, Japan and various other countries in Europe and Asia, in order to increase the stability of the financial market. These limits confine the price of the financial asset during all trading stages of any trading day to a range, usually determined based on the previous day’s closing price. In this pape...
متن کاملEvaluating Energy-Aware Task Allocation Strategies for MPSOCS
Because of current market trends, the evaluation of task allocation strategies in multiprocessor system-on-chips (MPSoCs) must take into account both performance and energy consumption. Furthermore, complex interconnection structures, such as networks-on-chip (NoCs), must be considered. Simulators for the evaluation of energy consumption of detailed communication patterns in NoCs are available,...
متن کاملPortfolio Allocation for Bayesian Optimization
Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive black-box optimization scenarios. It uses Bayesian methods to sample the objective efficiently using an acquisition function which incorporates the posterior...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2021
ISSN: ['1469-7696', '1469-7688']
DOI: https://doi.org/10.1080/14697688.2021.1880023