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:
Portfolio management.
Cryptocurrencies.
Gestion de portefeuille.
Cryptomonnaie.
cryptocurrencies.
Cryptocurrencies
Portfolio management
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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
  • 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
  • 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

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