The role of bitcoin in well diversified portfolios: A comparative global study
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DOI: 10.1016/j.irfa.2018.10.003
Abstract: Abstract This research explores the effects of adding bitcoin to an optimal portfolio (naive, long-only, semi-constrained with and without bitcoin shorting) by relying on the mean-CVaR approach. We explore bitcoin's role in portfolios of U.S.,… read more here.
Keywords: diversified portfolios; well diversified; role; bitcoin ... See more keywords