ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach
This study aims to compose a portfolio consisting crypto hedge fund and ASEAN-5 stock market and to examine the hedging effect of crypto hedge fund against those stock markets. This study employs dynamic portfolio approach using data from the period of July 2013 to August 2021. This analysis finds t...
Main Authors: | Muharam, H. (Author), Pangestuti, I.R.D (Author), Wahyudi, S. (Author), Widarto, A.R (Author) |
---|---|
Format: | Article |
Language: | English |
Published: |
SAGE Publications Inc.
2022
|
Subjects: | |
Online Access: | View Fulltext in Publisher |
Similar Items
-
Hedge fund politics and portfolios
by: DeVault, Luke, et al.
Published: (2017) -
A model of the optimal selection of crypto assets
by: Silvia Bartolucci, et al.
Published: (2020-08-01) -
Optimising a portfolio of hedge funds in South Africa
by: Naidoo, Kamini
Published: (2016) -
Essays on hedge fund performance and risk
by: Joenväärä, J. (Juha)
Published: (2010) -
Crypto Assets in the System of Accounting and Reporting
by: Brukhanskyi Ruslan F., et al.
Published: (2019-06-01)