Practical Applications of Modeling Price Dynamics, Optimal Portfolios, and Option Valuation for Cryptoassets

Yuan Hu, W. Brent Lindquist, Frank J. Fabozzi

Research output: Contribution to journalReview articlepeer-review

Original languageEnglish
Pages (from-to)75-93
Number of pages19
JournalJournal of Alternative Investments
Volume24
DOIs
StatePublished - Aug 31 2021

Keywords

  • Alternative risk measures
  • Derivatives
  • Options
  • Quantitative methods
  • Statistical methods
  • Trading risk
  • VaR

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