Analysis of the impact of crypto assets on portfolio risk return performance
2020 Volume 2020 Issue BI-016 Pages 10-
Details
2020 Volume 2020 Issue BI-016 Pages 10-
In this research, we analyze the impact of crypto assets on portfolio construction. Through this research, weattempt to clarify the risk return characteristics of portfolios that include crypto assets as investment targets. Theanalysis period is from 2014 to 2020, and in addition to the Cryptocurrency Index (CRIX), S&P500, Gold, Crude oil,PE, REITs, Goldman Sachs Commodity Index (GSCI), etc. Consider effectiveness and challenges.
