A Study of the Impact of Crypto Assets on Portfolio Risk-Return Characteristics Before and After COVID-19 Outbreak (2014-2020)

Mengyao Liu, Hiroaki Jotaki, Hiroshi Takahashi. A Study of the Impact of Crypto Assets on Portfolio Risk-Return Characteristics Before and After COVID-19 Outbreak (2014-2020). In Gordan Jezic, Jessica Chen-Burger, Mario Kusek, Roman Sperka, Robert J. Howlett, Lakhmi C. Jain, editors, Agents and Multi-Agent Systems: Technologies and Applications 2021 - Proceedings of 15th KES International Conference, KES-AMSTA 2021, June 2021. Volume 241 of Smart Innovation, Systems and Technologies, pages 243-254, Springer, 2021. [doi]

Abstract

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