Tom Morris

BlackRock, Inc

55 East 52nd Street

New York City, NY 10055

United States

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Scholarly Papers (1)

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Asset Allocation with Crypto: Application of Preferences for Positive Skewness

Number of pages: 43 Posted: 02 Apr 2022
Andrew Ang, Tom Morris and raffaele savi
BlackRock, Inc, BlackRock, Inc and BlackRock, Inc
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Abstract:

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cryptocurrency, Bitcoin, crypto trading strategy, asset allocation with crypto, portfolio choice, cumulative prospect theory