Keywords = portfolio optimization؛ conditional value at risk؛ Markov switching GARCH؛ bootstrap؛ Cryptocurrency JEL Classification: G15
cryptocurrency portfolio optimization: Conditional Value at Risk and Markov Switching GARCH approach

Volume 19, Issue 2, October 2024, Pages 1-28

10.30465/jnet.2024.48331.2124

Mohammad Borzouei Lamouki; Teymour Mohammadi; Esfandiar Jahangard; seyed mohamadreza seyed nourani; Mahnoush A.Milani