Crypto currencies and traditional investment portfolios : an empirical study on the effects of adding crypto currencies to traditional investment portfolios / / Philipp Rosenbach
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| Autore: |
Rosenbach Philipp
|
| Titolo: |
Crypto currencies and traditional investment portfolios : an empirical study on the effects of adding crypto currencies to traditional investment portfolios / / Philipp Rosenbach
|
| Pubblicazione: | Hamburg : , : Diplomica Verlag, , [2021] |
| ©2021 | |
| Edizione: | 1st ed. |
| Descrizione fisica: | 1 online resource (79 pages) |
| Disciplina: | 332.4 |
| Soggetto topico: | Cryptocurrencies |
| Portfolio management | |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | Crypto 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. |
| Titolo autorizzato: | Crypto currencies and traditional investment portfolios |
| ISBN: | 9783961463596 |
| 9783961468591 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910795675803321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |