Financial Innovation

Table 15 Weights allocation from GMV, MDP, MWP, MVDE and MVPSO portfolio strategies for assets in Portfolio 1

From: Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach

	GMVw	MDPw	MWPw	MVDEw	MVPSOw
BTC	89.80	0.03	58.53	9	7
ETH	2.62	0.00	27.96	3	16
XRP	6.17	16.80	2.65	11	8
ADA	0.00	12.30	2.54	14	22
LINK	0.37	18.00	0.52	30	17
LTC	0.00	0.00	0.56	0	5
BCH	0.00	9.76	0.45	1	0
XLM	0.00	0.00	0.36	7	0
BNB	1.00	22.40	5.07	16	19
DOGE	0.00	20.70	1.37	9	7

GMVw represents the weights from the Global minimum variance (GMV); MDPw represents the weights from the Maximum diversification portfolio (MDP); MWPw represents the weights corresponding to market capitalization

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