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Kryptovalutors betydelse i framtida portföljer

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Title: Kryptovalutors betydelse i framtida portföljer
Other Titles: The importance of cryptocurrencies in future portfolios
Authors: Frisell, Tobias
Wahman, Mattias
Issue Date: 12-Oct-2020
Degree: Student essay
Series/Report no.: 202010:91
Keywords: Cryptocurrency
Bloomberg Galaxy Crypto Index
Portfolio optimization
Monte-Carlo simulation
Sharpe Ratio
Abstract: 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 the cryptocurrency market as a whole. In search of higher expected returns and new diversification opportunities, this report investigates the historical behaviour of cryptocurrencies and simulates future possible scenarios by using Monte-Carlo simulations and portfolio optimi... more
Appears in Collections:Kandidatuppsatser i finansiell ekonomi



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