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Keywords: Thermal optimal path
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Journal Articles
Journal:
EuroMed Journal of Business
EuroMed Journal of Business (2023) 18 (2): 207–228.
Published: 12 April 2022
... and financial market returns compared to the financial stress index and between all markets returns using the thermal optimal path model. Moreover, the authors estimate the efficient frontier of the portfolio with and without Bitcoin using the Bayesian approach. Findings Employing thermal optimal path model...
