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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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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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Header DbId: bsu
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An: 194221946
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  Data: 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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  Data: <searchLink fieldCode="JN" term="%22Applied+Economics%22">Applied Economics</searchLink>. Jun2026, Vol. 58 Issue 26, p5093-5109. 17p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=194221946
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        Value: 10.1080/00036846.2025.2503488
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              Text: Jun2026
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              Y: 2026
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