OOSTERLINCK, Kim; Szafarz, Ariane; Briere, Marie - Centre Emile Bernheim, Solvay Brussels School of … - 2013
inclusion of even a small proportion of Bitcoins, say 3%, may dramatically improve the risk-return trade-off of welldiversified … the standpoint of a U.S. investor with a diversified portfolio including both traditional assets (worldwide stocks, bonds … distinctive features, including exceptionally high average return and volatility. Its correlation with other assets is remarkably …