Portfolio Management
Cryptocurrencies are often seen as an excellent diversifier for a portfolio of securities. This chapter compares several simulated portfolio consistent of a gold index, mid and large cap ETF, bonds and technological asset with a portfolio of the same asse
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Eline Van der Auwera Wim Schoutens Marco Petracco Giudici Lucia Alessi
Financial Risk Management for Cryptocurrencies
SpringerBriefs in Finance
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Eline Van der Auwera • Wim Schoutens • Marco Petracco Giudici • Lucia Alessi
Financial Risk Management for Cryptocurrencies
Eline Van der Auwera Department of Finance, Accounting and Tax KU Leuven Brussel, Belgium
Wim Schoutens Department of Mathematics KU Leuven Heverlee, Belgium
Marco Petracco Giudici Joint Research Centre - IPSC - G09 European Commission Ispra, Italy
Lucia Alessi Joint Research Center European Commission Ispra, Italy
ISSN 2193-1720 ISSN 2193-1739 (electronic) SpringerBriefs in Finance ISBN 978-3-030-51092-3 ISBN 978-3-030-51093-0 (eBook) https://doi.org/10.1007/978-3-030-51093-0 Mathematics Subject Classification: 91G © The Author(s), under exclusive licence to Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors, and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the edi
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