Sökning: "Cryptocurrency portfolios"
Visar resultat 1 - 5 av 14 uppsatser innehållade orden Cryptocurrency portfolios.
1. Correlation and causality between the S&P 500 and Bitcoin: A comparative study before and during the COVID-19 pandemic
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : This undergraduate dissertation examines the correlation and causality between the S&P 500 and Bitcoin, both prior to and amidst the COVID-19 pandemic. The objective of this research is to offer novel perspectives on the interaction between these two financial instruments during the unprecedented economic instability triggered by the pandemic and to assess how their association has evolved throughout this time. LÄS MER
2. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon
Magister-uppsats, Jönköping University/Internationella HandelshögskolanSammanfattning : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. LÄS MER
3. Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500
Kandidat-uppsats,Sammanfattning : 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. LÄS MER
4. Cryptocurrency Market Anomalies: The Day-of-the-week Effect : A study on the existence of the Day-of-the-week effect in cryptocurrencies and crypto portfolios.
Kandidat-uppsats, Jönköping University/IHH, NationalekonomiSammanfattning : This research paper studies the Day-of-the-week effect in the cryptocurrency market. Using multiple regression, we analyze the effect using 12 counterfactual optimized portfolios of the cryptocurrencies, as well as the 10 cryptocurrencies alone. LÄS MER
5. Cryptocurrencies and Market Indices: A Markowitz Portfolio Optimization Problem
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This thesis will explore the role of cryptocurrencies in a market index portfolio. The portfolios of a mix of Bitcoin, Ether and the market indices S&P 500, OMXS30 and VTI will be examined and optimized to maximize the Sharpe ratio. LÄS MER