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Published by Arturo Schembri
May 10, 2022
Reports
The Role of Cryptocurrencies in Portfolio Construction

The Role of Cryptocurrencies in Portfolio Construction

In collaboration with Minerva IMS, this report assesses the performance of Bitcoin and Ethereum, when included in some traditional asset allocation strategies.

“The analysis made by Minerva Investment Management Society points out that a low allocation of BTC and ETH in a risk-parity portfolio delivers remarkable risk-adjusted measures, outperforming its basic counterpart.”

- Arturo Schembri

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