Search Results for author: Yuezhi Pen

Found 1 papers, 0 papers with code

Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold

no code implementations16 Nov 2022 Jiahao Cui, Qiushi Li, Yuezhi Pen

This research mainly explores the characteristics of different strategies and whether VIX INDEX positively influences the investment portfolio in any period.

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