Portfolio optimisation using cryptocurrencies and the equity market

Additional Metadata
Keywords	cryptocurrencies; dynamic conditional correlation; GARCH; global minimum variance; portfolio optimisation; Sharpe ratio
Thesis Advisor	Lonn, S.O.R.
Persistent URL	hdl.handle.net/2105/62109
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Papa, C.N. (2022, May 12). Portfolio optimisation using cryptocurrencies and the equity market. Econometrie. Retrieved from http://hdl.handle.net/2105/62109

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