Breaking bad : an investment in cannabis

Weisskopf, Jean-Philippe (Ecole hôtelière de Lausanne, HES-SO // University of Applied Sciences Western Switzerland)

This paper investigates the risk and return features of an investment in the cannabis industry. It further describes the current state of the market for cannabis and critically examines its potential future development. Findings show that a portfolio of cannabis stocks displays high volatilities and returns, but also low correlations and beta coefficients with regard to overall stock markets, other sin industries or cryptocurrencies. This makes it an interesting addition to financial portfolios.


Keywords:
Article Type:
scientifique
Faculty:
Economie et Services
School:
EHL
Institute:
Aucun institut
Subject(s):
Economie/gestion
Date:
2020-03
Pagination:
7 p.
Published in:
Finance research letters
Numeration (vol. no.):
2020, vol. 33, article 101201, pp. 1-7
DOI:
ISSN:
1544-6123
Appears in Collection:

Note: The file is under embargo until: 2022-03-01


 Record created 2020-09-25, last modified 2020-10-27

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