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dc.contributor.authorFrisell, Tobias
dc.contributor.authorWahman, Mattias
dc.date.accessioned2020-10-12T06:27:22Z
dc.date.available2020-10-12T06:27:22Z
dc.date.issued2020-10-12
dc.identifier.urihttp://hdl.handle.net/2077/66680
dc.description.abstractThe 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 optimizations. After comparing average Sharpe Ratio:s and doing a number of robustness checks, a conclusion based on data can be drawn. The findings of this study show an average cryptocurrency allocation of approximately 2% to effectively improve an investment portfolio. By including cryptocurrencies in a portfolio it will get a higher expected return in relation to risk.sv
dc.language.isoswesv
dc.relation.ispartofseries202010:91sv
dc.relation.ispartofseriesUppsatssv
dc.subjectCryptocurrencysv
dc.subjectBitcoinsv
dc.subjectBloomberg Galaxy Crypto Indexsv
dc.subjectPortfolio optimizationsv
dc.subjectMonte-Carlo simulationsv
dc.subjectSharpe Ratiosv
dc.subjectDiversificationsv
dc.titleKryptovalutors betydelse i framtida portföljersv
dc.title.alternativeThe importance of cryptocurrencies in future portfoliossv
dc.typetext
dc.setspec.uppsokSocialBehaviourLaw
dc.type.uppsokM2
dc.contributor.departmentUniversity of Gothenburg/Department of Economics
dc.contributor.departmentGöteborgs universitet/Institutionen för nationalekonomi med statistik
dc.contributor.departmentUniversity of Gothenburg/Department of Business Administration
dc.contributor.departmentGöteborgs universitet/Företagsekonomiska institutionen
dc.type.degreeStudent essay


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