ESSAYS ON DIGITAL CURRENCY

The first chapter examines whether Bitcoin, the most popular cryptocurrency, is a good investment vehicle for diversifying an investment portfolio by testing its systematic risk. The chapter also estimates the optimal proportion of Bitcoin that should be included in an investment portfolio. The obse...

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Bibliographic Details
Main Author: Loi, Hio
Format: Others
Published: OpenSIUC 2016
Subjects:
Online Access:https://opensiuc.lib.siu.edu/dissertations/1179
https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=2183&context=dissertations