The Case for Bitcoin for Institutional Investors: Bubble Investing or Fundamentally Sound? (Presentation Slides)

16 Pages Posted: 10 Dec 2018

See all articles by Jim Kyung-Soo Liew

Jim Kyung-Soo Liew

Johns Hopkins University - Carey Business School

Levar Hewlett

Maryland State Retirement and Pension System

Date Written: November 16, 2018

Abstract

Prior results appear robust when examining more recent data. In this presentation we display our finds by employing data from May-2013 to Oct-2018 (66 monthly observations). We find that the optimal allocation to BTC is 1.8%. These findings are inline with our previous results of 1-2% under-allocation to cryptos by Institutional Investors.

Suggested Citation

Liew, Jim Kyung-Soo and Hewlett, Levar, The Case for Bitcoin for Institutional Investors: Bubble Investing or Fundamentally Sound? (Presentation Slides) (November 16, 2018). Available at SSRN: https://ssrn.com/abstract=3285875

Jim Kyung-Soo Liew (Contact Author)

Johns Hopkins University - Carey Business School ( email )

100 International Drive
Baltimore, MD 21202
United States

Levar Hewlett

Maryland State Retirement and Pension System ( email )

MD
United States

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