Alternative Assets and Cryptocurrencies
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...
Збережено в:
| Формат: | Online |
|---|---|
| Мова: | Англійська |
| Опубліковано: |
MDPI - Multidisciplinary Digital Publishing Institute
2021
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| Предмети: | |
| Онлайн доступ: | 35922 |
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| _version_ | 1869527106555215872 |
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| collection | Directory of Open Access Books |
| description | 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. |
| format | Online |
| id | doab-20.500.12854ir-40696 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-406962023-12-20T15:54:23Z Alternative Assets and Cryptocurrencies HG1-9999 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 bic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics) 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. 2021-02-11T08:05:10Z 2021-02-11T08:05:10Z 2019-08-28 11:21:27 2019 book 35922 9783038979791 9783038979784 https://directory.doabooks.org/handle/20.500.12854/40696 eng image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://mdpi.com/books/pdfview/book/1445 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-03897-979-1 10.3390/books978-3-03897-979-1 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783038979791 9783038979784 218 open access |
| spellingShingle | HG1-9999 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 bic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics) Alternative Assets and Cryptocurrencies |
| title | Alternative Assets and Cryptocurrencies |
| title_full | Alternative Assets and Cryptocurrencies |
| title_fullStr | Alternative Assets and Cryptocurrencies |
| title_full_unstemmed | Alternative Assets and Cryptocurrencies |
| title_short | Alternative Assets and Cryptocurrencies |
| title_sort | alternative assets and cryptocurrencies |
| topic | HG1-9999 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 bic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics) |
| topic_facet | HG1-9999 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 bic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics) |
| url | 35922 |