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Online risk-based portfolio allocation on subsets of crypto assets applying a prototype-based clustering algorithm
16 references·0 citing·40 second hop
Online risk-based portfolio allocation on subsets of crypto assets applying a prototype-based clustering algorithm (2023)Online risk-based portfolio allocation on…Cryptocurrency trading: a comprehensive survey (2022)Cryptocurrency trading: a com…Trading and Arbitrage in Cryptocurrency Markets (2018)Trading and Arbitrage in Cryp…The Properties of Equally Weighted Risk Contribution Portfolios (2010)The Properties of Equally Wei…Power laws, Pareto distributions and Zipf's law (2005)Power laws, Pareto distributi…Honey, I Shrunk the Sample Covariance Matrix (2004)Honey, I Shrunk the Sample Co…Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Improved estimation of the co…Dynamics of market correlations: Taxonomy and portfolio analysis (2003)Dynamics of market correlatio…Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation (2000)Optimal Dynamic Portfolio Sel…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal? (1989)The Markowitz Optimization En…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Valuation of Risk Assets …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Utility of Wealth (1952)The Utility of WealthPORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Industry costs of equity (1997)Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)International Stock Return Comovements (2005)High dimensional covariance matrix estimation using a factor model (2008)Human behavior and the principle of least effort (1949)The Matthew Effect in Science (1968)The Matthew effect in science. The reward and communication systems of science are considered. (1968)Cumulative Advantage as a Mechanism for Inequality: A Review of Theoretical and Empirical Developments (2006)Power-Law Distributions in Empirical Data (2009)Power-law distributions in empirical data (2018)Handbook of Emotions (1993)Well-being : the foundations of hedonic psychology (1999)Investor Psychology and Asset Pricing (2001)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Random matrix approach to cross correlations in financial data (2002)A tool for filtering information in complex systems (2005)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)An Engine, Not a Camera (2006)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)
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2022
Cryptocurrency trading: a comprehensive survey
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