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Keywords: F30
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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
...: Cryptocurrencies Minimum variance Equal risk contribution Most diversified portfolio Multivariate GARCH F30 G11 G15 (1) minimize → σ p 2 = ∑ j = 1 N ∑ j = 1 N σ a , b w a w b Several studies investigated the performance...
