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Autores
Orientador(es)
Resumo(s)
In this paper, we aim to determine whether there is a risk premium captured by the
digital asset ecosystem and how it affects the performance of BPI Gestão de Ativos (or “the
client”) equity funds. Further, this paper will also cover an in-depth and detailed overview of
the digital asset landscape. Additionally, this paper will provide evidence on the blockchain
technology’s potential to disrupt the financial sector.
Descrição
Palavras-chave
Asset pricing Risk factors Factor models Cryptocurrency Financial sector Portfolio management Value creation
