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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
Format: Artigo
Sprog:Inglês
Udgivet: MDPI AG 2024-10-01
Serier:Risks
Fag:
portfolio optimization
conditional value at risk
fuzzy uncertainty
credibility theory
cryptocurrency market
practical constraints
Online adgang:https://www.mdpi.com/2227-9091/12/10/163
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