Crypto Assets: The allocation of crypto in a balanced portfolio

A Note on Asset Allocation

Considering Crypto as an Asset Class

Forecast Error

Sensitivity to Return Expectations
Sensitivity to Risk Parameters
Sensitivity to Correlation

Conclusion

--

--

Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store