Portfolio diversification & cryptocurrency markets

Marino, Dario (A.A. 2019/2020) Portfolio diversification & cryptocurrency markets. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Luana Zaccaria, pp. 67. [Master's Degree Thesis]

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Introduction & cryptocurrencies. Single analysis of cryptocurrencies. Return distribution. Correlation analysis. Efficient frontier. Portfolios analysis. Estimation of the input data. Portfolio models implementation. Insight on portfolio models. Rebalancing costs and portfolio models. Portfolio performance versus different rebalancing periods.


Bibliografia: pp. 58-59.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Advanced corporate finance
Thesis Supervisor: Zaccaria, Luana
Thesis Co-Supervisor: Capasso, Arturo
Academic Year: 2019/2020
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 14 May 2021 09:30
Last Modified: 14 May 2021 09:30
URI: https://tesi.luiss.it/id/eprint/29476


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