Table 16 Weights allocation from GMV, MDP, MWP, MVDE and MVPSO for assets in Portfolio 2
From: Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach
| Â | GMVw | MDPw | MWPw | MVDEw | MVPSOw |
|---|---|---|---|---|---|
BTC | 0.29 | 7.44 | 1.00 | 12 | 7 |
ETH | 0.00 | 2.84 | 0.00 | 2 | 16 |
LTC | 0.00 | 5.67 | 0.00 | 35 | 8 |
NYA | 0.00 | 0.00 | 28.00 | 1 | 22 |
IXIC | 0.01 | 30.30 | 13.00 | 18 | 17 |
GSPC | 33.40 | 0.00 | 39.00 | 15 | 5 |
N100 | 0.00 | 0.00 | 4.00 | 13 | 0 |
FTSE | 66.30 | 37.90 | 2.00 | 4 | 0 |
FCHI | 0.00 | 12.10 | 3.00 | 0 | 19 |
DJI | 0.00 | 3.76 | 11.00 | 0 | 7 |