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Browsing by Subject "U.S. dollar"
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Hatemi-J, Abdulnasser; Hajji, Mohamed A.; Bouri, Elie; Gupta, Rangan
(World Scientific Publishing, 2022-08)
This paper investigates the potential portfolio diversification between Bitcoin, bonds, equities, and the US dollar. We make use of two approaches for constructing the portfolio. The first is the standard minimum variance ...