1 hasil untuk "Dilek Teker"

Risk-adjusted optimization and diversification effects of cryptocurrencies in multi-asset portfolios: a simulation-based and copula-driven approach

Mustafa Özyeşil; Dilek Teker; Suat Teker dkk.

Journal of Business Economics and Management, Vol. 27 No. 4 · 2026 · Inggris · DOAJ Scopus

This study examines the performance characteristics, diversification potential, and volatility of cryptocurrencies relative to traditional financial assets. It employs an integrated approach incorporating mean–variance optimization, Monte Carlo simulation, and copula dependence modeling. The…