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The Nonsense of Bitcoin 1n Portfolio Analysis

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  • Haim Shalit

    (BGU)

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  • Haim Shalit, 2024. "The Nonsense of Bitcoin 1n Portfolio Analysis," Working Papers 2401, Ben-Gurion University of the Negev, Department of Economics.
    • Handle: RePEc:bgu:wpaper:2401
    as

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    File URL: https://in.bgu.ac.il/en/humsos/Econ/Workingpapers/2401.pdf
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    References listed on IDEAS

    as
    1. Haim Shalit, 2021. "The Shapley value decomposition of optimal portfolios," Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
    2. Haim Shalit & Shlomo Yitzhaki, 2010. "How does beta explain stochastic dominance efficiency?," Review of Quantitative Finance and Accounting, Springer, vol. 35(4), pages 431-444, November.
    3. repec:bla:econom:v:50:y:1983:i:197:p:3-17 is not listed on IDEAS
    4. Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
    5. Yitzhaki, Shlomo, 1982. "Stochastic Dominance, Mean Variance, and Gini's Mean Difference," American Economic Review, American Economic Association, vol. 72(1), pages 178-185, March.
    6. Haim Shalit & Shlomo Yitzhaki, 2005. "The Mean‐Gini Efficient Portfolio Frontier," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(1), pages 59-75, March.
    7. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
    8. Gastwirth, Joseph L, 1971. "A General Definition of the Lorenz Curve," Econometrica, Econometric Society, vol. 39(6), pages 1037-1039, November.
    9. Haim Shalit, 2020. "Using the Shapley value of stocks as systematic risk," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(4), pages 459-468, October.
    10. Gur Huberman & Jacob D Leshno & Ciamac Moallemi, 2021. "Monopoly without a Monopolist: An Economic Analysis of the Bitcoin Payment System [Blockchain Economics]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(6), pages 3011-3040.
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