Treballs Fi de GrauGestió d'Empreses

Portfolios of the future: introduction of cryptocurrencies in investment portfolios

  • Identification data

    Identifier:  TFG:7762
    Handle: https://hdl.handle.net/20.500.11797/TFG7762
    Authors:  Gómez Panes, Emilio
    Abstract:
    This final degree project explores the integration of cryptocurrencies into a portfolio of IBEX 35 stocks using Markowitz's Modern Portfolio Theory. The objective is to analyse the impact of these digital assets, such as Bitcoin or Ethereum, on the diversification, risk, and return of the portfolio. Markowitz's theory, recognized for its ability to optimize portfolios through diversification, serves as the theoretical framework for this analysis.

  • Others:

    Access rights: info:eu-repo/semantics/openAccess
    Education area(s): Finances i Comptabilitat
    Department: Gestió d'Empreses
    Entity: Universitat Rovira i Virgili (URV)
    Confidenciality: No
    Subject: Criptomoneda
    Project director: Álvarez García, Antonio
    Work's public defense date: 2024-09-09
    Creation date in repository: 2024-10-07
    Language: cat
    Academic year: 2023-2024
    Student: Gómez Panes, Emilio

  • Keywords:

    cryptocurrencies
    volatility
    Economic and business sciences

  • Documents:

    Memòria

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