Market Potential & Price Behaviour of Bitcoin Post Demonetization & its Impact on Investment Portfolio Saxena Shashwat1, Singh Abhilasha2 1Indian Institute of Technology, Delhi, Hauz Khas, New Delhi, India 2Amity Business School, Amity University, Noida, India Online published on 31 October, 2017. Abstract The objective of the research paper is to 1) Study the market potential of Bitcoin in India 2) Price behaviour of Bitcoin post demonetization 3) The significance level of Bitcoin as part of a portfolio investment. The research work focuses on studying and analysing price behaviour and returns of the various assets in the portfolio with and without the Bitcoin. The objectives are: - a) To determine whether there is a significant change in return before and after the introduction of Bitcoin in the portfolio. b) To study the effect of the standard deviation of the portfolio before and after the addition of Bitcoin. c) To identify the change in the Sharpe Ratio before and after the addition of Bitcoin. Top Keywords Bitcoin, Risk, Return, Sharpe Ratio, Price behaviour, demonetization. Top |