The Portfolio Management Properties of Bitcoin During the Coronavirus Crisis
Publish place: Iranian Journal of Management Studies، Vol: 18، Issue: 2
Publish Year: 1404
Type: Journal paper
Language: English
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JR_JIJMS-18-2_009
Index date: 15 March 2025
The Portfolio Management Properties of Bitcoin During the Coronavirus Crisis abstract
This study raises concerns about the potential of Bitcoin as a new alternative investment. This article aims to analyze the properties of Bitcoin in terms of speculation, diversification, hedging, safe haven, and it is qualified as efficient in a well-diversified portfolio during the COVID-19 epidemic using the GARCH model, the DCC model -GARCH, and the BDS test for the period from March 1, 2019 to March 31, 2022. The results indicate that Bitcoin can play an important role in portfolio diversification and that it can serve as a speculative asset. However, the authors argue that Bitcoin is a safe haven, a hedge, and is efficient. The conclusions of our results have important implications for investors and market participants who are deeply concerned about investment strategies and risk management.
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The Portfolio Management Properties of Bitcoin During the Coronavirus Crisis authors
Mohamed Ali Azouzi
Department of Finance and Accounting Methods, Institute of Higher Commercial Studies of Sfax (IHEC), University of Sfax, Sidi Mansour-sfax
Nidhal Mghadmi
Department of Quantitative Methods, Faculty of Economics and Management Mahdia-Tunisia, University of Monastir Sidi Messaoud - Mahdia
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