Performance-based regularization for downside-risk cryptocurrency portfolios: Evidence from mean-lower partial moment strategies

Pacific-Basin Finance Journal 2026

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Authors: Xingyi Li, Zhuang Liu, Jingzhou Yan

DOI: 10.1016/j.pacfin.2026.103084

Cited by: 2

References: 31

Fields of Study & Subjects

Financial Markets and Investment Strategies Blockchain Technology Applications and Security Credit Risk and Financial Regulations

References 31