An investigation into the use of multiple cryptocurrencies in a diversified portfolio

This study investigates the possible diversification benefits of multiple cryptocurrencies (Bitcoin, Ethereum and Litecoin) in a diversified portfolio from the perspective of a South African investor over the period 30 July 2015 to 20 December 2017. Cryptocurrencies are mostly still in their infancy...

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Bibliographic Details
Main Author: Kibble, Alexander
Other Authors: Rajaratnam, Kanshukan
Format: Dissertation
Language:English
Published: University of Cape Town 2019
Subjects:
Online Access:http://hdl.handle.net/11427/29371