Can crypto assets be considered effective risk mitigation tools in alternative investment portfolio strategies?
Del Maestro, Federico (A.A. 2022/2023) Can crypto assets be considered effective risk mitigation tools in alternative investment portfolio strategies? Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 49. [Master's Degree Thesis]
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Abstract/Index
Review of blockchain technology and its assets. Overview of blockchain technology. Evolution and characteristics of cryptocurrencies. Non-fungible tokens (NFT) and their properties. Impact of cryptocurrencies on financial markets. Integration of cryptocurrencies into alternative fund portfolios. Regulatory notions. The research of a more efficient portfolio. Introduction to portfolio models. Methodology. Calculating efficient portfolios. Calculating the efficient frontier. Comparing the two curves.
References
Bibliografia: pp. 47-49.
| 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: | Risk management |
| Thesis Supervisor: | Penza, Daniele |
| Thesis Co-Supervisor: | Morelli, Giacomo |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 11 Jun 2024 12:49 |
| Last Modified: | 11 Jun 2024 12:49 |
| URI: | https://tesi.luiss.it/id/eprint/38889 |
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