Online risk-based portfolio allocation on subsets of crypto assets applying a prototype-based clustering algorithm

  1. Lorenzo, L.
  2. Arroyo, J.
Journal:
Financial Innovation

ISSN: 2199-4730

Year of publication: 2023

Volume: 9

Issue: 1

Type: Article

DOI: 10.1186/S40854-022-00438-2 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus