Portfolio diversification across cryptocurrencies

Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi, Raman Uppal · Review of Financial Studies · 2007 · 3.2K citations

Business, Economics, Finance +17

Bitcoin, gold and the dollar – A GARCH volatility analysis

Anne Haubo Dyhrberg · Finance research letters · 2015 · 1.5K citations

Business, Economics, Finance +12

Exploring the dynamic relationships between cryptocurrencies and other financial assets

Shaen Corbet, Andrew Meegan, Charles Larkin et al. · Economics Letters · 2018 · 1.3K citations · Full text

Business, Economics, Finance +10

The inefficiency of Bitcoin

Andrew Urquhart · Economics Letters · 2016 · 1.2K citations

Social Sciences, Economics, Microeconomics +3

Volatility estimation for Bitcoin: A comparison of GARCH models

Paraskevi Katsiampa · Economics Letters · 2017 · 1.1K citations · Full text

Business, Economics, Finance +14