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Cited by 265Financial Markets and Investment StrategiesRisk and Portfolio OptimizationFinancial Risk and Volatility Modeling

Should investors include Bitcoin in their portfolios? A portfolio theory approach

Open access
Platanakis, Emmanouil, Urquhart, Andrew·2020·The British Accounting Review
DOI 10.1016/j.bar.2019.100837
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Crossref · 10.1016/j.bar.2019.100837

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2 of 2 references verified0 citation errors · 0 not checkable

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  • Platanakis and Urquhart (2019) as well as Kajtazi and Moro (2019) show that the inclusion of Bitcoin can substantially improve the risk-adjusted returns of a stock-bond portfolio.

    “where Platanakis and Urquhart (2019) as well as Kajtazi and Moro (2019) show that the inclusion of Bitcoin can substantially improve the risk-adjusted returns of a stock-bond portfolio.”

    From Technical trading and cryptocurrencies (2021) · cites this paper as Platanakis and Urquhart 2019

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Authors
Platanakis, E., & Urquhart, A.
Affiliations
  • University of Bath (GB)
  • ICMA Centre (GB)
Corresponding author
Platanakis, Emmanouil
ORCID
Venue
The British Accounting Review
Publisher
Elsevier BV
Published
2020-07
Volume
52
Issue
4
Pages
100837
ISSN
0890-8389 (ISSN-L)
DOI
10.1016/j.bar.2019.100837
OpenAlex
W2903704867
Cited by
265
References
2
Citations by year
2026: 21 · 2025: 45 · 2024: 44 · 2023: 34 · 2022: 31 · 2021: 41 · 2020: 28 · 2019: 16 · 2018: 5
FWCI
29.73
Type
journal article
Language
en
Open access
Licence
Locations
  • The British Accounting Review (publishedVersion)
  • SSRN Electronic Journal (publishedVersion)
  • CentAUR (University of Reading) (acceptedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
  • ePrints Soton (University of Southampton) (submittedVersion)
  • University of Birmingham Research Portal (University of Birmingham) (submittedVersion)
  • Pure (University of Bath) (submittedVersion, cc-by-nc-nd)
Topics
  • Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Risk and Portfolio Optimization
  • Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
Keywords
Bitcoin, portfolio diversification, alternative investments, stock and bond portfolios, asset allocation strategies, out-of-sample portfolio performance, risk-adjusted returns, risk aversion, higher-order moments, transaction costs, cryptocurrency investment

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