A study on bitcoin as a diversifier in a global market portfolio
Since there are limited literature in Bitcoin, this research is primarily explorative and employs a Modern Portfolio Theory to estimate parameters and draw conclusions from historical data. This study aims to focus on the effects of bitcoin in an already diversified portfolio through a (1) long-only...
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| Main Author: | |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2020
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_masteral/6211 https://animorepository.dlsu.edu.ph/context/etd_masteral/article/13299/viewcontent/Manlangit_JanaLyra_11573384_edited.pdf |
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| Institution: | De La Salle University |
| Language: | English |