A two-stage framework for enhancing crsyptocurrency portfolio performance: Integrating credibilistic CVaR criterion with a novel asset preselection approach.
In an increasingly diverse investment landscape, the cryptocurrency market has emerged as a compelling option, offering the potential for high returns, diversification opportunities, and significant liquidity. However, the inherent volatility and regulatory uncertainties of this market present subst...
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Main Authors: | Hossein Ghanbari, Sina Tavakoli, Mostafa Shabani, Emran Mohammadi, Seyed Jafar Sadjadi, Ronald Ravinesh Kumar |
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Format: | Article |
Language: | English |
Published: |
Public Library of Science (PLoS)
2025-01-01
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Series: | PLoS ONE |
Online Access: | https://doi.org/10.1371/journal.pone.0325973 |
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