Asset management: the introduction of cryptocurrencies in a multi asset portfolio

Boido, Giacomo Augusto (A.A. 2020/2021) Asset management: the introduction of cryptocurrencies in a multi asset portfolio. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 76. [Master's Degree Thesis]

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Abstract/Index

Overview. Features and evolution of the cryptocurrency market. Cryptocurrency as a possible new asset class. European investors relationship with cryptocurrencies. Portfolio theory. Related literature. Methodology and analysis. Portfolio construction. Empirical analysis. Starting data. Development of the analysis. Performance of the portfolios.

References

Bibliografia e sitografia: pp. 55-57.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Asset pricing
Thesis Supervisor: Porchia, Paolo
Thesis Co-Supervisor: Pirra, Marco
Academic Year: 2020/2021
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 10 May 2022 07:12
Last Modified: 10 May 2022 07:12
URI: https://tesi.luiss.it/id/eprint/32202

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