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Crypto Currencies and Traditional Investment Portfolios. An Empirical Study on the Effects of Adding Crypto Currencies to Traditional Investment Portfolios

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Rosenbach, Philipp
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hamburg : Diplomica Verlag, 2021.
Temas:
Acceso en línea:Texto completo

MARC

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082 0 4 |a 332.6  |2 23 
049 |a UAMI 
100 1 |a Rosenbach, Philipp. 
245 1 0 |a Crypto Currencies and Traditional Investment Portfolios. An Empirical Study on the Effects of Adding Crypto Currencies to Traditional Investment Portfolios  |h [electronic resource]. 
260 |a Hamburg :  |b Diplomica Verlag,  |c 2021. 
300 |a 1 online resource (79 p.) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
500 |a Description based upon print version of record. 
505 0 |a Crypto Currencies and Traditional Investment Portfolios. An Empirical Study on the Effects of Adding Crypto Currencies to Traditional Investment Portfolios -- Abstract -- Table of Contents -- Table of Abbreviations -- 1. Introduction -- 1.1 Relevance and Motivation -- 1.2 Research Question -- 1.3 Methodical Approach -- 2. Theoretical Foundation -- 2.1 Asset Allocation and Investment Models -- 2.1.1 Asset Allocation and Asset Allocation Models -- 2.1.2 Norway Model (50/50 and 80/20) -- 2.1.3 Balanced Portfolio Model -- 2.1.4 Endowment Fund Model -- 2.1.5 Pension Fund Model 
505 8 |a 2.1.6 Family Office Model -- 2.2 Relevant KPIs of Investment Portfolios -- 2.2.1 KPI I: Overall Return -- 2.2.2 KPI II: Sharpe Ratio -- 2.2.3 KPI III: Alpha and Beta Factor -- 2.2.4 KPI IV: Volatility -- 2.3 Crypto Currencies and Blockchain Technology -- 2.3.1 Blockchain Technology -- 2.3.2 Development of Bitcoin -- 2.3.3 Market Overview -- 2.3.4 Bitcoin as an Asset Class -- 3. Methods of Investigation -- 3.1 Quantitative Approach -- 3.1.1 Data Sources -- 3.1.2 Data Preparation -- 3.1.3 Index Selection Process -- 3.1.4. Allocation Scenarios -- 4. Results and Implications 
505 8 |a 4.1 Impact on the Overall Return -- 4.2 Impact on the Sharpe Ratio -- 4.3 Impact on the Alpha and Beta Factor -- 4.4 Impact on the Volatility -- 5. Implications -- 5.1 Implications of Crypto Currencies as an Asset Class -- 5.2 Implications of Arising Potential through Crypto Currencies -- 6. Conclusion -- 6.1 Summary of the Research Results -- 6.2 Scientific Implications -- 6.3 Practical Implications -- 6.4 Limitations -- References -- Figures -- Appendix 
504 |a Includes bibliographical references. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Portfolio management. 
650 0 |a Cryptocurrencies. 
650 6 |a Gestion de portefeuille. 
650 6 |a Cryptomonnaie. 
650 7 |a cryptocurrencies.  |2 aat 
650 7 |a Cryptocurrencies  |2 fast 
650 7 |a Portfolio management  |2 fast 
758 |i has work:  |a Crypto currencies and traditional investment portfolios (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCXBDDWg3pXg7jjPxw8jWqj  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Rosenbach, Philipp  |t Crypto Currencies and Traditional Investment Portfolios. An Empirical Study on the Effects of Adding Crypto Currencies to Traditional Investment Portfolios  |d Hamburg : Diplomica Verlag,c2021  |z 9783961468591 
856 4 0 |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=6879142  |z Texto completo 
938 |a ProQuest Ebook Central  |b EBLB  |n EBL6879142 
938 |a EBSCOhost  |b EBSC  |n 3163649 
994 |a 92  |b IZTAP