Inci, Ahmet Can; Lagasse, Rachel - In: Journal of capital markets studies 3 (2019) 2, pp. 98-112
Purpose - This study investigates the role of cryptocurrencies in enhancing the performance of portfoliosconstructed from traditional asset classes. Using a long sample period covering not only the large valueincreases but also the dramatic declines during the beginning of 2018, the purpose of...