Hedging cryptos with Bitcoin futures
Year of publication: |
2023
|
---|---|
Authors: | Liu, Francis ; Packham, Natalie ; Lu, Meng-Jou ; Härdle, Wolfgang |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 5, p. 819-841
|
Subject: | Cryptocurrencies | Hedging copulas | Risk management | Hedging | Risikomanagement | Virtuelle Währung | Virtual currency | Multivariate Verteilung | Multivariate distribution | Derivat | Derivative | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
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