LEADER 03202nam 2200433 450 001 9910795675803321 005 20230629215006.0 010 $a9783961463596$b(electronic bk.) 010 $z9783961468591 035 $a(MiAaPQ)EBC6879142 035 $a(Au-PeEL)EBL6879142 035 $a(CKB)21047847700041 035 $a(EXLCZ)9921047847700041 100 $a20220922d2021 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aCrypto currencies and traditional investment portfolios $ean empirical study on the effects of adding crypto currencies to traditional investment portfolios /$fPhilipp Rosenbach 205 $a1st ed. 210 1$aHamburg :$cDiplomica Verlag,$d[2021] 210 4$dİ2021 215 $a1 online resource (79 pages) 311 08$aPrint version: Rosenbach, Philipp Crypto Currencies and Traditional Investment Portfolios. An Empirical Study on the Effects of Adding Crypto Currencies to Traditional Investment Portfolios Hamburg : Diplomica Verlag,c2021 9783961468591 320 $aIncludes bibliographical references. 327 $aCrypto Currencies and Traditional Investment Portfolios. An Empirical Study on the Effects of Adding Crypto Currencies to Traditional Investment Portfolios -- Abstract -- Table of Contents -- Table of Abbreviations -- 1. Introduction -- 1.1 Relevance and Motivation -- 1.2 Research Question -- 1.3 Methodical Approach -- 2. Theoretical Foundation -- 2.1 Asset Allocation and Investment Models -- 2.1.1 Asset Allocation and Asset Allocation Models -- 2.1.2 Norway Model (50/50 and 80/20) -- 2.1.3 Balanced Portfolio Model -- 2.1.4 Endowment Fund Model -- 2.1.5 Pension Fund Model -- 2.1.6 Family Office Model -- 2.2 Relevant KPIs of Investment Portfolios -- 2.2.1 KPI I: Overall Return -- 2.2.2 KPI II: Sharpe Ratio -- 2.2.3 KPI III: Alpha and Beta Factor -- 2.2.4 KPI IV: Volatility -- 2.3 Crypto Currencies and Blockchain Technology -- 2.3.1 Blockchain Technology -- 2.3.2 Development of Bitcoin -- 2.3.3 Market Overview -- 2.3.4 Bitcoin as an Asset Class -- 3. Methods of Investigation -- 3.1 Quantitative Approach -- 3.1.1 Data Sources -- 3.1.2 Data Preparation -- 3.1.3 Index Selection Process -- 3.1.4. Allocation Scenarios -- 4. Results and Implications -- 4.1 Impact on the Overall Return -- 4.2 Impact on the Sharpe Ratio -- 4.3 Impact on the Alpha and Beta Factor -- 4.4 Impact on the Volatility -- 5. Implications -- 5.1 Implications of Crypto Currencies as an Asset Class -- 5.2 Implications of Arising Potential through Crypto Currencies -- 6. Conclusion -- 6.1 Summary of the Research Results -- 6.2 Scientific Implications -- 6.3 Practical Implications -- 6.4 Limitations -- References -- Figures -- Appendix. 606 $aCryptocurrencies 606 $aPortfolio management 615 0$aCryptocurrencies. 615 0$aPortfolio management. 676 $a332.4 700 $aRosenbach$b Philipp$01581775 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910795675803321 996 $aCrypto currencies and traditional investment portfolios$93863577 997 $aUNINA