Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Diversifying investor's portfolio using bitcoin: An econometric analysis Description An account of the resource Rational investors look into maximizing returns with minimal risk. Since this is highly unlikely, optimizing risk and return is a practical solution. Bitcoin is a new financial product that can be included in an investment portfolio. This paper looks at Bitcoins as a separate asset class and attempts to capture the volatility using the Exponential GARCH (E-GARCH) as well as to check if Bitcoins can be used as an optimal tool to hedge using the Dynamic Conditional Correlation GARCH against four traditional asset classes in the U.S. economy which includes the stock market (S&amp;P 500 index), Bonds (U.S. Aggregate Bond Index), Gold and Crude Oil. The period of study is a little over 7 years. The results suggest that Bitcoin stands as a highly speculative class of asset with extremely high volatility and with respect to hedging, Bitcoin stands as a possible tool of hedge with the U.S. Aggregate Bond index and to a certain extent against Gold but fails to be an optimal hedge against the S&amp;P 500 and Crude Oil in the U.S. economy between April 29, 2013 and October 31, 2019 due to its highly volatile nature. 2020 John Wiley &amp; Sons, Ltd. Creator An entity primarily responsible for making the resource Subramanian A.; Rao B.M. Source A related resource from which the described resource is derived Journal of Public Affairs, Vol-22, No. 3 Publisher An entity responsible for making the resource available John Wiley and Sons Ltd Date A point or period of time associated with an event in the lifecycle of the resource 2022-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1002/pa.2527" target="_blank" rel="noreferrer noopener">https://doi.org/10.1002/pa.2527</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85092756656&amp;doi=10.1002%2Fpa.2527&amp;partnerID=40&amp;md5=f242b7c8c5952bb181d340f6c56c1cc6" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85092756656&amp;doi=10.1002%2fpa.2527&amp;partnerID=40&amp;md5=f242b7c8c5952bb181d340f6c56c1cc6</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 14723891 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Subramanian A., Department of Economics, Bannerghatta Road Campus, CHRIST (Deemed to be University), Bengaluru, India; Rao B.M., Department of Economics, Bannerghatta Road Campus, CHRIST (Deemed to be University), Bengaluru, India