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. |
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| 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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