Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China
Kim Hung Pho, Sel Ly, Richard Lu, Thị Hồng Vân Hoàng, Wing‐Keung Wong
Topics & Concepts
Copula (linguistics)Stochastic dominanceDiversification (marketing strategy)PortfolioEconometricsGold as an investmentEconomicsValue at riskCurrencyFinancial economicsMonetary economicsRisk managementBusinessFinanceMarketingBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Markets and Investment Strategies