Publication
Is bitcoin a good investment asset?
| dc.contributor.advisor | Abreu, Margarida | |
| dc.contributor.author | Apolónia, João Miguel Guerreiro | |
| dc.date.accessioned | 2022-01-01T15:51:36Z | |
| dc.date.available | 2022-01-01T15:51:36Z | |
| dc.date.issued | 2021-12 | |
| dc.description | Mestrado Bolonha em Economia Monetária e Financeira | pt_PT |
| dc.description.abstract | This dissertation aims to analyze the consequences of adding Bitcoin to an in- vestment portfolio. The main methodology used is the Mean-Variance model combined with the Monte Carlo Simulation. Results show that Bitcoin can im- prove the Sharpe Ratio of an already diversified portfolio, however the inclusion of Bitcoin has to be done in proportions averaging 3.83% of the portfolio’s weight. This dissertation also found that Bitcoin does not seem to behave as a safe haven/hedge asset during the Covid-19 pandemic. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Apolónia, João Miguel Guerreiro (2021). "Is bitcoin a good investment asset?". Dissertação de Mestrado, Universidade de Lisboa. Instituto Superior de Economia e Gestão. | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.5/22852 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Instituto Superior de Economia e Gestão | pt_PT |
| dc.subject | Portfolio theory | pt_PT |
| dc.subject | Bitcoin | pt_PT |
| dc.subject | safe haven asset | pt_PT |
| dc.subject | diversification | pt_PT |
| dc.title | Is bitcoin a good investment asset? | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |