Optimization and Diversification of Cryptocurrency Portfolios: A Composite Copula-Based Approach

Keyphrases

• Stablecoins 100%
• Cryptocurrency Portfolio 100%
• Cryptoassets 100%
• Copula-based Approach 100%
• Diversifier 50%
• K-means Clustering Algorithm 50%
• Market Turmoil 50%
• Crypto 50%
• Strategy Making 50%

Computer Science

• Cryptocurrency 100%
• Cryptoasset 100%
• Allocation Strategy 50%
• k-means Clustering 50%
• Diversified Portfolio 50%
• differential evolution algorithm 50%
• Stablecoin 50%
• Value at Risk 50%
• Optimal Allocation 50%

Economics, Econometrics and Finance

• Cryptocurrency 100%
• Investors 50%
• Generalized Autoregressive Conditional Heteroskedasticity 50%
• Safe-Haven 50%