The inclusion of Bitcoin and other cryptocurrencies in Investors’ Portfolios

Cryptocurrencies have become an attractive asset class for all types of investors. A relevant question is whether their inclusion in portfolios improves their risk-return output. In this chapter, we conduct an empirical study of the effect of the inclusion of Bitcoin and Ethereum in the portfolio of...

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Detalhes bibliográficos
Autores: Lamothe López, Prosper, Lamothe Fernández, Prosper, Rodríguez Valencia Leslie
Formato: capítulo de livro
Fecha de publicación:2024
País:España
Recursos:Universidad Autónoma de Madrid
Repositorio:Biblos-e Archivo. Repositorio Institucional de la UAM
Idioma:inglés
OAI Identifier:oai:repositorio.uam.es:10486/754641
Acesso em linha:https://hdl.handle.net/10486/754641
https://dx.doi.org/10.5772/intechopen.1003990
Access Level:acceso abierto
Palavra-chave:Cryptocurrency
Portfolio performance
Diversification
Bitcoin
Ethereum
Economía
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spelling The inclusion of Bitcoin and other cryptocurrencies in Investors’ PortfoliosLamothe López, ProsperLamothe Fernández, ProsperRodríguez Valencia LeslieCryptocurrencyPortfolio performanceDiversificationBitcoinEthereumEconomíaCryptocurrencies have become an attractive asset class for all types of investors. A relevant question is whether their inclusion in portfolios improves their risk-return output. In this chapter, we conduct an empirical study of the effect of the inclusion of Bitcoin and Ethereum in the portfolio of a European investor. Additionally, we analyze the results of previous studies on this question under other assumptions. The empirical data are overwhelming regarding the attractiveness of Bitcoin and by extension other cryptocurrencies as an asset class. The important question is whether this appeal is temporary and will eventually disappear so investors do not have to worry about this new asset class. In the chapter we discuss this issueIntechOpenMiciuła, Ireneusz (Ed.)Departamento de Financiación e Investigación ComercialFacultad de Ciencias Económicas y Empresariales20242024-10-16book parthttp://purl.org/coar/resource_type/c_3248VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/bookPartapplication/pdfhttps://hdl.handle.net/10486/754641https://dx.doi.org/10.5772/intechopen.1003990reponame:Biblos-e Archivo. Repositorio Institucional de la UAMinstname:Universidad Autónoma de MadridInglésengopen accesshttp://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccessoai:repositorio.uam.es:10486/7546412026-06-23T12:46:27Z
dc.title.none.fl_str_mv The inclusion of Bitcoin and other cryptocurrencies in Investors’ Portfolios
title The inclusion of Bitcoin and other cryptocurrencies in Investors’ Portfolios
spellingShingle The inclusion of Bitcoin and other cryptocurrencies in Investors’ Portfolios
Lamothe López, Prosper
Cryptocurrency
Portfolio performance
Diversification
Bitcoin
Ethereum
Economía
title_short The inclusion of Bitcoin and other cryptocurrencies in Investors’ Portfolios
title_full The inclusion of Bitcoin and other cryptocurrencies in Investors’ Portfolios
title_fullStr The inclusion of Bitcoin and other cryptocurrencies in Investors’ Portfolios
title_full_unstemmed The inclusion of Bitcoin and other cryptocurrencies in Investors’ Portfolios
title_sort The inclusion of Bitcoin and other cryptocurrencies in Investors’ Portfolios
dc.creator.none.fl_str_mv Lamothe López, Prosper
Lamothe Fernández, Prosper
Rodríguez Valencia Leslie
author Lamothe López, Prosper
author_facet Lamothe López, Prosper
Lamothe Fernández, Prosper
Rodríguez Valencia Leslie
author_role author
author2 Lamothe Fernández, Prosper
Rodríguez Valencia Leslie
author2_role author
author
dc.contributor.none.fl_str_mv Miciuła, Ireneusz (Ed.)
Departamento de Financiación e Investigación Comercial
Facultad de Ciencias Económicas y Empresariales
dc.subject.none.fl_str_mv Cryptocurrency
Portfolio performance
Diversification
Bitcoin
Ethereum
Economía
topic Cryptocurrency
Portfolio performance
Diversification
Bitcoin
Ethereum
Economía
description Cryptocurrencies have become an attractive asset class for all types of investors. A relevant question is whether their inclusion in portfolios improves their risk-return output. In this chapter, we conduct an empirical study of the effect of the inclusion of Bitcoin and Ethereum in the portfolio of a European investor. Additionally, we analyze the results of previous studies on this question under other assumptions. The empirical data are overwhelming regarding the attractiveness of Bitcoin and by extension other cryptocurrencies as an asset class. The important question is whether this appeal is temporary and will eventually disappear so investors do not have to worry about this new asset class. In the chapter we discuss this issue
publishDate 2024
dc.date.none.fl_str_mv 2024
2024-10-16
dc.type.none.fl_str_mv book part
http://purl.org/coar/resource_type/c_3248
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/bookPart
format bookPart
dc.identifier.none.fl_str_mv https://hdl.handle.net/10486/754641
https://dx.doi.org/10.5772/intechopen.1003990
url https://hdl.handle.net/10486/754641
https://dx.doi.org/10.5772/intechopen.1003990
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv IntechOpen
publisher.none.fl_str_mv IntechOpen
dc.source.none.fl_str_mv reponame:Biblos-e Archivo. Repositorio Institucional de la UAM
instname:Universidad Autónoma de Madrid
instname_str Universidad Autónoma de Madrid
reponame_str Biblos-e Archivo. Repositorio Institucional de la UAM
collection Biblos-e Archivo. Repositorio Institucional de la UAM
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15.812429

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