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The Role of Cryptocurrencies in the Portfolio Optimization During the COVID-19 Pandemic
Title The Role of Cryptocurrencies in the Portfolio Optimization During the COVID-19 Pandemic Translation Úloha kryptomien pri optimalizácii portfólia počas pandémie COVID-19 Author info Matúš Bilka, Zdravka Aljinović Author Bilka Matúš EUBFNHKHP - Katedra hospodárskej politiky FNH Co-authors Aljinović Zdravka Source document SOR ’21 : Proceedings of the 16th International Symposium on Operational Research in Slovenia. Pp. 255-261 online. - Ljubljana : Slovenian Society Informatika, 2021 / Drobne S. ; Stirn Lidija Zadnik ; Borštar M. Kljajić ; Povh J. ; Žerovnik Janez ; Alves Wellington ; Arnerić Josip ; SOR ’21 Proceedings of the 16th International Symposium on Operational Research in Slovenia. ISBN 978-961-6165-57-0 Note IP-2019-04 -7816. - Registrovaný: Scopus Document kind schedule of articles from year books Language English Country of Edition Slovenia Keywords mena virtuálna * portfólio * pandémia * koronavírus * optimalizácia * metóda Value at Risk Annotation Zhodnotenie výkonnosti kryptomien počas pandémie a ich potenciálnej úlohy pri diverzifikácii portfólia. Použitie metodiky Conditional Value at Risk. Public work category Reports at international scientific conferences Registered in SCOPUS Database PUBLIKAČNÁ ČINNOSŤ No. of Archival Copy E21 00506-002, kópia plného textu
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