The efficiency of cryptocurrency in portfolio diversification: evidence from the Covid-19 pandemic
The aim of this study is to evaluate the efficiency of integrating cryptocurrencies in a diversified equity portfolio. Two main hypotheses were tested. The first one investigates the co-movements between equity indices values and cryptocurrencies values to evaluate the latter’s diversification benef...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2022
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| Online Access: | https://eprints.nottingham.ac.uk/66592/ |