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Don Kruger Dissertation Calculations with Macros.xlsm (15.21 MB)

The diversification benefits of cryptocurrencies in South African investment portfolios

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posted on 28.09.2021, 19:36 authored by Don KrugerDon Kruger
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.



Department of Financial Management