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The diversification benefits of cryptocurrencies in South African investment portfolios

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DataCite Commons2021-11-17 更新2025-04-17 收录
下载链接:
https://researchdata.up.ac.za/articles/dataset/The_diversification_benefits_of_cryptocurrencies_in_South_African_investment_portfolios/16688914/1
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资源简介:
The data is spread over a multi-period frontier - T1, T2, and T3. The descriptive statistics, variance, covariance matrices, mean-variance analyses and other ancillary calculations are provided. The "P#" worksheets refers to the individual portfolios inclusive of crypto assets. The "C#" worksheets refer to portfolios exclusive of crypto assets. The "X#" worksheets refer to the amalgamated portfolio metrics for the associated period.
提供机构:
University of Pretoria
创建时间:
2021-09-28
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