Rizzo, Antonino EmanueleCardoso, Pedro Miguel Luz2024-09-202024-09-202023-01-232022-12-16http://hdl.handle.net/10362/172091In 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.engAsset pricingRisk factorsFactor modelsCryptocurrencyFinancial sectorPortfolio managementValue creationmaster thesis203315685