@article{144aeba102af49b69bf472a0e32eeb42,
title = "Practical Applications of Modeling Price Dynamics, Optimal Portfolios, and Option Valuation for Cryptoassets",
keywords = "Alternative risk measures, Derivatives, Options, Quantitative methods, Statistical methods, Trading risk, VaR",
author = "Yuan Hu and {Brent Lindquist}, W. and Fabozzi, {Frank J.}",
year = "2021",
month = aug,
day = "31",
doi = "10.3905/JAI.24.S1.050",
language = "English",
volume = "24",
pages = "75--93",
journal = "Journal of Alternative Investments",
issn = "1520-3255",
publisher = "Portfolio Management Research",
}