2 papers
q-fin.ST2020
Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors
Tim Schmitz, Ingo Hoffmann
In this paper, we investigate whether mixing cryptocurrencies to a German investor portfolio improves portfolio diversification. We analyse this research question by applying a (me…
econ.GN2019
On Capital Allocation under Information Constraints
Christoph J. Börner, Ingo Hoffmann, Fabian Poetter +1
Attempts to allocate capital across a selection of different investments are often hampered by the fact that investors' decisions are made under limited information (no historical…