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Keywords: Equal risk contribution
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Journal Articles
Journal:
Journal of Capital Markets Studies
Journal of Capital Markets Studies (2021) 5 (1): 28–48.
Published: 16 March 2021
...Bayu Adi Nugroho Purpose It is crucial to find a better portfolio optimization strategy, considering the cryptocurrencies' asymmetric volatilities. Hence, this research aimed to present dynamic optimization on minimum variance (MVP), equal risk contribution (ERC) and most diversified portfolio...
