当前位置:
X-MOL 学术
›
Quantitative Finance
›
论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality
Quantitative Finance ( IF 1.3 ) Pub Date : 2023-11-07 , DOI: 10.1080/14697688.2023.2266448 Eduardo Amorim Vilela de Salis 1 , Leandro dos Santos Maciel 1
Quantitative Finance ( IF 1.3 ) Pub Date : 2023-11-07 , DOI: 10.1080/14697688.2023.2266448 Eduardo Amorim Vilela de Salis 1 , Leandro dos Santos Maciel 1
Affiliation
This paper proposes a new investment strategy in the cryptocurrency market based on a two-step procedure. The first step is the computation of the asset's levels of efficiency in an universe of cry...
中文翻译:
价格(低)效率如何影响加密货币投资组合的表现?多重分形的作用
本文提出了一种基于两步程序的加密货币市场新投资策略。第一步是计算资产在瞬息万变的宇宙中的效率水平......
更新日期:2023-11-07
中文翻译:
价格(低)效率如何影响加密货币投资组合的表现?多重分形的作用
本文提出了一种基于两步程序的加密货币市场新投资策略。第一步是计算资产在瞬息万变的宇宙中的效率水平......