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Libo Xiao

University of Aberdeen - Business School

Business School

Aberdeen, Scotland AB15 5LQ

United Kingdom

  • University of Aberdeen - Business School

SCHOLARLY PAPERS

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Scholarly Papers (1)

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The Diversification Benefits of Cryptocurrency Factor Portfolios: Are They There?

Review of Quantitative Finance and Accounting (RQFA), Forthcoming
Number of pages: 60 Posted: 09 Jan 2023 Last Revised: 04 Mar 2024
Weihao Han, David Newton, Emmanouil Platanakis, Haoran Wu and Libo Xiao
University of Aberdeen - Business School, University of Bath - School of Management, University of Bath - School of Management, University College Dublin (UCD) and University of Aberdeen - Business School
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Abstract:

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Cryptocurrency Factors, Portfolio Optimisation, Diversification Benefits, Machine Learning