Measuring Downside Risk in Portfolios with Bitcoin

Authors: Dejan Živkov, Slavica Manić

Category: M20

First/Last Page - 173 / 200 Issue - 2 Volume - 71 Publisher - Finance a úvěr-Czech Journal of Economics and Finance DOI - https://doi.org/10.32065/CJEF.2021.02.04 Year - 2021 ISSN - 0015-1920 URL - https://journal.fsv.cuni.cz/mag/article/show/id/1485

Živkov, D., & Manić, S. (2021). Measuring Downside Risk in Portfolios with Bitcoin. Finance a úvěr-Czech Journal of Economics and Finance, 71(2), 173–200. https://doi.org/https://doi.org/10.32065/CJEF.2021.02.04

D. Živkov and S. Manić, "Measuring Downside Risk in Portfolios with Bitcoin," Finance a úvěr-Czech Journal of Economics and Finance, vol. 71, no. 2, pp. 173–200, 2021. doi: https://doi.org/10.32065/CJEF.2021.02.04.

@misc{Zivkov2021MeasuringD,
  author       = {{\v{Z}}ivkov, Dejan and Mani{\'c}, Slavica},
  title        = {Measuring Downside Risk in Portfolios with Bitcoin},
  year         = {2021},
  publisher    = {Finance a úvěr-Czech Journal of Economics and Finance},
  pages        = {173--200},
  url          = {https://journal.fsv.cuni.cz/mag/article/show/id/1485},
  note         = {Available online}
}