Browsing SAM - Master Theses by Author "Wassvik, Christian"
Now showing items 1-1 of 1
-
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 ...