A 90/10 traditional/crypto portfolio, diluted with cash to a target risk level, matched a full risk-allocation optimizer and beat an equities-only portfolio in a 2017-2024 backtest.
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Simple and Effective Portfolio Construction with Crypto Assets
A 90/10 traditional/crypto portfolio, diluted with cash to a target risk level, matched a full risk-allocation optimizer and beat an equities-only portfolio in a 2017-2024 backtest.