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Keywords: Value at risk
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Journal Articles
Journal:
EuroMed Journal of Business
EuroMed Journal of Business 1–17.
Published: 15 August 2025
... the value at risk (VaR) and conditional value at risk (CVaR) at the 95% confidence level. In addition, we choose the Sharpe ratio and Stable Tail-Adjusted Return Ratio (STARR) to analyze the impact of Bitcoin inclusion on the performance of the diversified portfolio by determining the optimal weighting...
