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  1. 1. Cryptocurrencies and Market Indices: A Markowitz Portfolio Optimization Problem

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Espen Lever; [2022]
    Nyckelord :Cryptocurrency; Bitcoin; Ethereum; Sharpe ratio; Market index; Business and Economics;

    Sammanfattning : 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