Cryptocurrency Portfolio Allocation under Credibilistic CVaR Criterion and Practical Constraints

The cryptocurrency market offers attractive but risky investment opportunities, characterized by rapid growth, extreme volatility, and uncertainty. Traditional risk management models, which rely on probabilistic assumptions and historical data, often fail to capture the market’s unique dynamics and...

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Principais autores:	Hossein Ghanbari, Emran Mohammadi, Amir Mohammad Larni Fooeik, Ronald Ravinesh Kumar, Peter Josef Stauvermann, Mostafa Shabani
פורמט:	Artigo
שפה:	Inglês
יצא לאור:	MDPI AG 2024-10-01
סדרה:	Risks
נושאים:	portfolio optimization conditional value at risk fuzzy uncertainty credibility theory cryptocurrency market practical constraints
גישה מקוונת:	https://www.mdpi.com/2227-9091/12/10/163
תגים:	הוספת תג אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!