@article{cryptocurrencyportfoliooptimizationwith,
  title = {Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk},
  author = {Tetsuo Kurosaki and Young Shin Kim},
  year = {2020},
  eprint = {2010.08900},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2010.08900v1},
}