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Kryptovalutors betydelse i framtida portföljer
(2020-10-12)
The aim of this thesis is to examine whether cryptocurrencies should be included in future investment portfolios or not. This thesis not only focuses on Bitcoin, but also uses the Bloomberg Galaxy Crypto Index to represent ...
DOES BITCOIN MAKE SWEDES SHARP(E)? An empirical study of the effect on riskadjusted return when including Bitcoin in the average Swedish investor´s portfolio
(2018-07-05)
Globalization causes domestic markets to become increasingly correlated, making it harder for investors to find instruments for diversification. Bitcoin is a cryptocurrency that has shown spectacular returns and drawn great ...
What drives the price development of cryptocurrencies? An empirical study of the cryptocurrency market.
(2018-06-27)
The novelty, the rapid growth rate and the high volatility of cryptocurrencies have led to great uncertainty without any consensus on whether cryptocurrency is a medium of exchange or a speculative investment. This uncertainty ...
Cryptocurrency Spillover Effect on Non-Fungible Token Pricing
(2022-08-18)
The thesis is designated to understand if the pricing of Non-Fungible Tokens (NFTs) is affected by the volatility present in the cryptocurrency market. NFTs are digital assets such as art, music, videos, and virtual property, ...
Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500
(2022-07-11)
This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. We evaluate ...
Hur privatinvesterare påverkas av bankernas avståndstagande från Bitcoin
(2022-07-11)
This study examines why Swedish banks don’t offer services linked to cryptocurrencies and how private investors are affected by this. Further, the study examines what risks a private person has to consider if they want to ...
Testing if Bitcoin Can Act as a Hedge Against High Inflation Levels
(2024-08-15)
This study investigates whether Bitcoin can be used for hedging against high inflation levels.
In this report, the countries Argentina, Turkey, Venezuela, and Zimbabwe are examined. The
study covers a ten-year period, ...