Cryptocurrencies: applications and investment opportunities

@article{Inci2019CryptocurrenciesAA,
  title={Cryptocurrencies: applications and investment opportunities},
  author={A. Can Inci and Rachel Lagasse},
  journal={Journal of Capital Markets Studies},
  year={2019}
}
  • A. Inci, R. Lagasse
  • Published 11 November 2019
  • Mathematics
  • Journal of Capital Markets Studies
Purpose This study investigates the role of cryptocurrencies in enhancing the performance of portfolios constructed from traditional asset classes. Using a long sample period covering not only the large value increases but also the dramatic declines during the beginning of 2018, the purpose of this paper is to provide a more complete analysis of the dynamic nature of cryptocurrencies as individual investment opportunities, and as components of optimal portfolios. Design/methodology/approach… 

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