The DOI matches its Crossref record; 68 of the 69 references it cites were found in a registry or an index.
The role of bitcoin in well diversified portfolios: A comparative global study
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“where Platanakis and Urquhart (2019) as well as Kajtazi and Moro (2019) show that the inclusion of Bitcoin can substantially improve the risk-adjusted returns of a stock-bond portfolio.”
From Technical trading and cryptocurrencies (2021) · cites this paper as Kajtazi and Moro 2019
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1 retracted
RETRACTED: Cryptocurrencies as a financial asset: A systematic analysis
Corbet, S., Lucey, B., Urquhart, A., & Yarovaya, L. (2019) · International Review of Financial Analysis · doi:10.1016/j.irfa.2018.09.003 · Cited by 1,172
RetractedCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Markowitz, H. M. (1952) · The Journal of Finance · doi:10.1111/j.1540-6261.1952.tb01525.x · Cited by 18,429
The General Theory of Employment, Interest and Money.
Schumpeter, J. A., & Keynes, J. M. (1936) · Journal of the American Statistical Association · doi:10.2307/2278703 · Cited by 14,687
Artzner, P., Delbaen, F., Eber, J., & Heath, D. (1999) · Mathematical Finance · doi:10.1111/1467-9965.00068 · Cited by 8,849
Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?
DeMiguel, V., Garlappi, L., & Uppal, R. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhm075 · Cited by 3,199
A Simplified Model for Portfolio Analysis
Sharpe, W. F. (1963) · Management Science · doi:10.1287/mnsc.9.2.277 · Cited by 2,761
Correlations in price changes and volatility across international stock markets
Hamao, Y., Masulis, R. W., & Ng, V. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.2.281 · Cited by 1,926
Bitcoin: Economics, Technology, and Governance
Böhme, R., Christin, N., Edelman, B. G., & Moore, T. (2015) · The Journal of Economic Perspectives · doi:10.1257/jep.29.2.213 · Cited by 1,882
Bitcoin, gold and the dollar – A GARCH volatility analysis
Dyhrberg, A. H. (2015) · Finance research letters · doi:10.1016/j.frl.2015.10.008 · Cited by 1,555
Flagged first, then by citations
1 of the 69 references couldn’t be matched to a known paper.
Research works printed but not linked: 1
- Fox, 2014, What's that you're calling bubble?, Harvard Business Review
Cited by
Sorted by citations
Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis
Urquhart, A., & Zhang, H. (2018) · International Review of Financial Analysis · doi:10.1016/j.irfa.2019.02.009 · Cited by 552
Cryptocurrency trading: a comprehensive survey
Fang, F., Ventre, C., Basios, M., Kanthan, L., Martínez‐Rego, D., Wu, F., & Li, L. (2022) · Financial Innovation · doi:10.1186/s40854-021-00321-6 · Cited by 422
Should investors include Bitcoin in their portfolios? A portfolio theory approach
Platanakis, E., & Urquhart, A. (2020) · The British Accounting Review · doi:10.1016/j.bar.2019.100837 · Cited by 265
Charfeddine, L., Benlagha, N., & Maouchi, Y. (2019) · Economic Modelling · doi:10.1016/j.econmod.2019.05.016 · Cited by 262
Elsayed, A. H., Gözgör, G., & Lau, C. K. M. (2021) · International Review of Financial Analysis · doi:10.1016/j.irfa.2022.102069 · Cited by 225
Metadata
- Authors
- Kajtazi, A., & Moro, A.
- Affiliations
- Cranfield University (GB)
- Corresponding author
- Moro, Andrea
- Venue
- International Review of Financial Analysis
- Publisher
- Elsevier BV
- Published
- 2019-01
- Volume
- 61
- Pages
- 143-157
- ISSN
- 1057-5219 (ISSN-L)
- OpenAlex
- W2896197579
- Cited by
- 271
- References
- 69
- Citations by year
- 2026: 25 · 2025: 30 · 2024: 33 · 2023: 38 · 2022: 40 · 2021: 50 · 2020: 32 · 2019: 20
- FWCI
- 20.93
- Type
- journal article
- Language
- en
- Open access
- green
- doi.org
- Locations
- International Review of Financial Analysis (publishedVersion)
- SSRN Electronic Journal (publishedVersion)
- CERES (Cranfield University) (submittedVersion, cc-by-nc-nd)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Decision Sciences › Management Science and Operations Research › Risk and Portfolio Optimization
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Keywords
- Bitcoin, portfolio diversification, mean-CVaR, portfolio optimization, portfolio performance, volatility, speculative assets, backtesting
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