{"id":"https://openalex.org/W2883487552","doi":"https://doi.org/10.1016/j.frl.2018.07.010","title":"Portfolio diversification across cryptocurrencies","display_name":"Portfolio diversification across cryptocurrencies","publication_year":2018,"publication_date":"2018-07-25","ids":{"openalex":"https://openalex.org/W2883487552","doi":"https://doi.org/10.1016/j.frl.2018.07.010","mag":"2883487552"},"language":"en","primary_location":{"id":"doi:10.1016/j.frl.2018.07.010","doi":"https://doi.org/10.1016/j.frl.2018.07.010","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.frl.2018.07.010","pdf_url":null,"source":{"id":"https://openalex.org/S88577320","display_name":"Finance research letters","issn_l":"1544-6123","issn":["1544-6123","1544-6131"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance Research Letters","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100768141","display_name":"Weiyi Liu","orcid":"https://orcid.org/0000-0002-9888-6481","observed_orcids":["https://orcid.org/0000-0002-9888-6481"]},"institutions":[{"id":"https://openalex.org/I90259746","display_name":"Capital University of Economics and Business","ror":"https://ror.org/01r5sf951","country_code":"CN","type":"education","lineage":["https://openalex.org/I90259746"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Weiyi Liu","raw_affiliation_strings":["School of Finance, Capital University of Economics and Business, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Finance, Capital University of Economics and Business, Beijing, China","institution_ids":["https://openalex.org/I90259746"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5100768141"],"corresponding_institution_ids":["https://openalex.org/I90259746"],"apc_list":{"value":3730,"currency":"USD","value_usd":3730},"apc_paid":null,"fwci":15.9608,"has_fulltext":false,"cited_by_count":205,"citation_normalized_percentile":{"value":0.99324848,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"29","issue":null,"first_page":"200","last_page":"205"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.7529000043869019,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.7529000043869019,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.17520000040531158,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0215000007301569,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"cryptocurrency","score":0.6579999923706055},{"id":"https://openalex.org/keywords/out-of-sample-performance","display_name":"out-of-sample performance","score":0.9120000004768372},{"id":"https://openalex.org/keywords/sharpe-ratio","display_name":"Sharpe ratio","score":0.9940000176429749}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.9120451807975769},{"id":"https://openalex.org/C180916674","wikidata":"https://www.wikidata.org/wiki/Q3711935","display_name":"Diversification (marketing strategy)","level":2,"score":0.8246406316757202},{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.7285619974136353},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7090421319007874},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5946282744407654},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5906389951705933},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.5345296859741211},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5051563382148743},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.46804165840148926},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4158235788345337},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.20367908477783203},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.17139559984207153},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.frl.2018.07.010","doi":"https://doi.org/10.1016/j.frl.2018.07.010","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.frl.2018.07.010","pdf_url":null,"source":{"id":"https://openalex.org/S88577320","display_name":"Finance research letters","issn_l":"1544-6123","issn":["1544-6123","1544-6131"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance Research Letters","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:finlet:v:29:y:2019:i:c:p:200-205","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1544612318303593","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.4699999988079071,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"study_designs":[],"awards":[{"id":"https://openalex.org/G8650776484","display_name":"\u57fa\u4e8e\u9ad8\u9891\u6781\u503c\u6570\u636e\u7684\u91d1\u878d\u8d44\u4ea7\u8df3\u8dc3\u884c\u4e3a\u5efa\u6a21\u7814\u7a76","funder_award_id":"71601132","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320320431","display_name":"Australian National University","ror":"https://ror.org/019wvm592"},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320335433","display_name":"Science Foundation for Excellent Youth Scholars of Sichuan University","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1189911448","https://openalex.org/W1935291012","https://openalex.org/W2012615794","https://openalex.org/W2130350880","https://openalex.org/W2145501956","https://openalex.org/W2163969674","https://openalex.org/W2523675164","https://openalex.org/W2539680302","https://openalex.org/W2607989873","https://openalex.org/W2694190980","https://openalex.org/W2736872974","https://openalex.org/W2744110108","https://openalex.org/W2758991599","https://openalex.org/W2771030840","https://openalex.org/W2788328679","https://openalex.org/W2792973870","https://openalex.org/W2793599258","https://openalex.org/W2800106601","https://openalex.org/W2951335437","https://openalex.org/W4232474910"],"related_works":["https://openalex.org/W3011798354","https://openalex.org/W2884875812","https://openalex.org/W4310011202","https://openalex.org/W2900013443","https://openalex.org/W7120733026","https://openalex.org/W2966609064","https://openalex.org/W7046567619","https://openalex.org/W7124234573","https://openalex.org/W3128438496","https://openalex.org/W4402665570"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":7},{"year":2025,"cited_by_count":25},{"year":2024,"cited_by_count":18},{"year":2023,"cited_by_count":48},{"year":2022,"cited_by_count":27},{"year":2021,"cited_by_count":35},{"year":2020,"cited_by_count":26},{"year":2019,"cited_by_count":17},{"year":2018,"cited_by_count":2}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2018-08-03T00:00:00"}
