Blar i NHH Brage på forfatter "Opdahl, Espen"
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Portfolio optimization in the cryptocurrency market : an evaluation of the performance of momentum strategies in the cryptocurrency market and cryptocurrency’s place in an optimized investment portfolio
Bjordal, Andreas; Opdahl, Espen (Master thesis, 2017)In this paper, we rigorously investigate the benefit of utilizing an active investment strategy based on momentum when investing in cryptocurrencies. We also examine how including cryptocurrencies in a more traditional ...