Could Bitcoin enhance the portfolio performance?
© Published under licence by IOP Publishing Ltd. This study analyses the effect of adding bitcoin into the portfolio by exploiting the Long Only investment strategy. The Portfolio consists of five assets: bitcoin, crude oil price index, stock exchange of Thailand (SET) price index, the exchange rate...
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| Main Authors: | , , , |
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| Format: | Conference Proceeding |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051396245&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59118 |
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| Institution: | Chiang Mai University |