Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets
Abstract The emergence and growing popularity of Bitcoins have attracted the attention of the financial world. However, few empirical studies have considered the inclusion of the newly emerged commodity asset in the global commodity market. It is of great importance for investors and policymakers to...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2021-08-01
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| Series: | Financial Innovation |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40854-021-00281-x |