Alternative Assets and Cryptocurrencies

• स्वरूप: इलेक्ट्रोनिक पुस्तक अध्याय
• भाषा: अंग्रेज़ी
• प्रकाशित: MDPI - Multidisciplinary Digital Publishing Institute 2019
• विषय: 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
• ऑनलाइन पहुंच: DOAB: download the publication; DOAB: description of the publication

सारांश

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. Cryptocurrencies share many alternative asset features, but are hampered by high volatility, sluggish commercial acceptance, and regulatory uncertainties. This collection of papers addresses alternative assets and cryptocurrencies from economic, financial, statistical, and technical points of view. It gives an overview of their current state and explores their properties and prospects using innovative approaches and methodologies.

भौतिक वर्णन

1 electronic resource (218 p.)

आईएसबीएन

books978-3-03897-979-1
9783038979791
9783038979784

अभिगमन

Open Access