Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance

International Review of Financial Analysis - Tập 59 - Trang 105-116 - 2018
Tony Klein1,2, Hien Pham Thu3, Thomas Walther1,4
1Faculty of Business and Economics, Technische Universität Dresden, Germany
2Queen’s Management School, Queen’s University Belfast, UK
3School of Business and Economics, Humboldt-Universität zu Berlin, Germany
4Institute for Operations Research and Computational Finance, University of St. Gallen, Switzerland

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