Alternative Assets and Cryptocurrencies

• Format: Electronic Book Chapter
• Language: English
• Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
• Subjects: inflation propensity; realized volatility; portfolio modelling; diamond stocks; systemic risk; cryptocurrencies; initial coin offering; smooth transition; investment asset; GARCH; risk management; transaction costs; liquidity costs; time series; Baltic dry index; statistical arbitrage; volume; cryptocurrency; Hashrate; blockchain; diamond prices; pro-cyclical volatility; capital asset pricing model; Bitcoin volatility; trend prediction; collatz conjecture; high-frequency finance; sentiment; geometric distribution; speculative bubbles; gold; classification framework; limit order book; venture capital; proof-of-work; high frequency; Bitcoin; machine learning; metric learning; stylized fact; digital currency; crowdfunding; HAR; GARCH-MIDAS; bitcoin
• Online Access: DOAB: download the publication; DOAB: description of the publication

Alternative assets such as fine art, wine, or diamonds have become popular investment vehicles in the aftermath of the global financial crisis. Correlation with classical financial markets is typically low, such that diversification benefits arise for portfolio allocation and risk management. Crypto...