2021
DOI: 10.5937/ekopre2106318g
|View full text |Cite
|
Sign up to set email alerts
|

Testing of portfolio optimization through investments in stock market indices and Bitcoin

Abstract: This paper presents an empirical verification of the effectiveness and usefulness of investment diversification using the main stock exchange indices and Bitcoin. The objective is to determine the effects applying the Markowitz portfolio optimization theory, i.e., the advantages of applying the modern portfolio theory for institutional investors. The research offers an answer to the following question: what are the advantages and disadvantages of using Bitcoin in portfolio optimization? The paper contributes t… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Publication Types

Select...

Relationship

0
0

Authors

Journals

citations
Cited by 0 publications
references
References 40 publications
0
0
0
Order By: Relevance

No citations

Set email alert for when this publication receives citations?