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Can real-time asymmetry and extreme dependence enhance the effectiveness of risk optimization in the cryptocurrency market? – New evidence from the Mean-ES risk optimization framework based on the SHARV-MA-DMC model.

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Bibliographic Details
Title:	Can real-time asymmetry and extreme dependence enhance the effectiveness of risk optimization in the cryptocurrency market? – New evidence from the Mean-ES risk optimization framework based on the SHARV-MA-DMC model.
Authors:	Liu, Junjie¹ (AUTHOR), Zhou, Qingnan¹ (AUTHOR), Lin, Junlin¹ (AUTHOR), Hao, Xiaozhen¹ (AUTHOR), Chen, Zhenlong¹ (AUTHOR) czlbw0429@163.com
Source:	Applied Economics. Jun2026, Vol. 58 Issue 26, p5093-5109. 17p.
Database:	Business Source Ultimate
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ISSN:	00036846
DOI:	10.1080/00036846.2025.2503488