The diversification benefits of cryptocurrencies in South African investment portfolios

Domain:

socioeconomic

Record type:

dataset

Creator:

Kru

Publisher:

Host:

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.

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doi.org researchdata.up.ac.za

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Creative Commons Attribution 4.0 International https://creativecommons.org/licenses/by/4.0/legalcode

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