Alice Wang

Independent

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Managing a Crypto-Currency Portfolio Via Minmax Drawdown Control

Number of pages: 14 Posted: 24 May 2018 Last Revised: 01 Jun 2018
Sylvain Chassang and Alice Wang
New York University (NYU) - Department of Economics and Independent
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Abstract:

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Crypto-Currencies, MinMax Drawdown Control, Prior-Free Asset Allocation, Agnostic Asset Allocation, Innovative Assets