Is Bitcoin a Good Investment Asset?
This paper aims to analyze the consequences of adding Bitcoin to an investment portfolio. The main methodology used is the Mean-Variance model combined with the Monte Carlo Simulation. Results show that Bitcoin can improve the Sharpe Ratio of an already diversified portfolio, however the inclusion o...
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| Format: | article |
| Language: | eng |
| Published: |
2022
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| Online Access: | http://hdl.handle.net/11144/5603 |
| Country: | Portugal |
| Oai: | oai:repositorio.ual.pt:11144/5603 |