sorry, we can't preview this file
...but you can still download Don Kruger Dissertation Calculations with Macros.xlsm
Don Kruger Dissertation Calculations with Macros.xlsm (15.21 MB)
The diversification benefits of cryptocurrencies in South African investment portfolios
datasetposted on 2021-09-28, 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.