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Bitcoin: The New Virtual Gold? An investigation into the diversification properties of Bitcoin within a South African portfolio
Using August 2010 to February 2018 as the sample period, this study investigates, from the perspective of a South African investor, the portfolio diversification and optimisation abilities and asset allocation effects of including Bitcoin in a portfolio, and compares this with physical gold. In part...
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| Format: | Thesis |
| Language: | English |
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Department of Finance and Tax
2019
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