This review aims to analyze and synthesize the literature produced so far on investor
behavior in the cryptocurrency market. We use VOSviewer 1.6. 17 software to perform a …

Purpose The increasing globalization and technological advancements have increased the
information spillover on stock markets from various variables. However, there is a dearth of a …

Purpose This paper aims to review, systematize and integrate existing research on
alternative investments. This study conducts performance analysis comprising production …

The present study aims to examine the role of Islamic financial system in the recovery of post-
COVID-19 pandemic and possible role to be played by the disruptive innovation called …

This study explores the performance of seven state-of-the-art risk-based portfolio
optimization strategies from the perspective of a cryptocurrency investor. Analyzing the …

In this paper, we investigate whether mixing cryptocurrencies to a German investor portfolio
improves portfolio diversification. We analyse this research question by applying a (mean …

The Russia-Ukraine conflict has once again highlighted the need for diversification across
asset classes to avoid the fallout of black swan events. This study aims to identify the optimal …

Regulatory authorities require some institutional investors to carry out a worst-case risk
assessment and a worst-case risk forecast. In many cases, the amount of (ex post) available …

Cryptocurrencies (CCs) have become increasingly interesting for institutional investors'
strategic asset allocation and will therefore be a fixed component of professional portfolios in …

There is growing academic literature on the benefits of adding new-age digital assets like
cryptocurrency to an equity portfolio. This study investigates the volatility spillover between …