Cryptocurrencies as an Asset Class?: An Empirical Approach.

Aaron Filbeck, CFA, CAIA, CIPM joined Daniele Bianchi, PhD to discuss Daniele's paper, “Cryptocurrencies as an Asset Class?: An Empirical Approach”, published in the Fall 2020 edition of The Journal of Alternative Investments (Read the full article here). Dr. Bianchi provides a summary of the growing body of literature on cryptocurrencies, his empirical approach to measuring its diversification benefits, and the implications for investors seeking to allocate to cryptocurrencies.