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