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...
| Main Author: | |
|---|---|
| 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 |