OOSTERLINCK, Kim; Szafarz, Ariane; Briere, Marie - Centre Emile Bernheim, Solvay Brussels School of … - 2013
Bitcoin is a major virtual currency. Using weekly data over the 2010-2013 period, we analyze a Bitcoin investment from the standpoint of a U.S. investor with a diversified portfolio including both traditional assets (worldwide stocks, bonds, hard currencies) and alternative investments...