Browsing Fakultet for samfunnsvitenskap (SAM) by Author "Parma, John-John"
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Should well-diversified portfolios contain cryptocurrencies? A quantitative analysis based on portfolio performance measures
Parma, John-John; Wassvik, Christian (Master thesis, 2018)In this thesis we study whether cryptocurrencies should be included in a well-diversified portfolio or not. Moreover, we try to determine if the capital asset pricing model holds for cryptocurrencies, like other investments ...