Virtual currency, tangible return: Portfolio diversification with bitcoin
By M. Brière, K. Oosterlinck, A. Szafarz. Journal of Asset Management, 2015
687 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Information Systems
View Paper: https://www.semanticscholar.org/paper/da57fb5057874ee28040b331da9beadbc00cf069
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Elie Bouri
- David Roubaud
- Andrew Urquhart
- Rangan Gupta
- Emmanouil Platanakis
- Olivier Kraaijeveld
- J. Smedt
- Qiang Ji
In Finance
- Andrew Urquhart
- Elie Bouri
- Rangan Gupta
- David Roubaud
- Emmanouil Platanakis
- Qiang Ji
- Olivier Kraaijeveld
- J. Smedt
In Information Systems
- Elie Bouri
- David Roubaud
- Andrew Urquhart
- Rangan Gupta
- Olivier Kraaijeveld
- J. Smedt
- Emmanouil Platanakis
- Efthymia Symitsi
Citations in the corpus
- Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2019, background): “, 2018), suggesting significant benefits for portfolio diversification and risk management (Brière et al., 2015; Bouri et al., 2017; Guesmi et al., 2018).”
- The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks (2019, positive): “Previous empirical analyses are based on small samples covering the period from 2010 up to 2013 (Wu et al., 2014; Brière et al., 2015).”
- Predicting the Price of Bitcoin Using Machine Learning (2018, background): “As a currency, Bitcoin offers a novel opportunity for price prediction due its relatively young age and resulting volatility, which is far greater than that of fiat currencies [2].”
- Caveat Emptor: Does Bitcoin Improve Portfolio Diversification? (2015, positive): “Brière et al. (2013) provide a tentative first look at how Bitcoin might be of value in an investment portfolio optimization process.”
- Hedging capabilities of bitcoin. Is it the virtual gold (2016, background): “Previous research has investigated the liquidity and means of exchange of bitcoin (Glaser et al. 2014), the diversification possibilities (Briere et al, 2013) and the arbitrage possibilities (Gandal and Halaburda, 2014).”
- Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach (2018, background): “Given the unique characteristics of Bitcoin returns (Brière et al. 2015) and their”