Afficher la notice abrégée

dc.date.accessioned2021-02-11T08:05:10Z
dc.date.available2021-02-11T08:05:10Z
dc.date.issued2019*
dc.date.submitted2019-08-28 11:21:27*
dc.identifier35922*
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/40696
dc.description.abstractAlternative 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.*
dc.languageEnglish*
dc.subjectHG1-9999*
dc.subject.classificationbic Book Industry Communication::W Lifestyle, sport & leisure::WC Antiques & collectables::WCF Coins, banknotes, medals, seals (numismatics)en_US
dc.subject.otherinflation propensity*
dc.subject.otherrealized volatility*
dc.subject.otherportfolio modelling*
dc.subject.otherdiamond stocks*
dc.subject.othersystemic risk*
dc.subject.othercryptocurrencies*
dc.subject.otherinitial coin offering*
dc.subject.othersmooth transition*
dc.subject.otherinvestment asset*
dc.subject.otherGARCH*
dc.subject.otherrisk management*
dc.subject.othertransaction costs*
dc.subject.otherliquidity costs*
dc.subject.othertime series*
dc.subject.otherBaltic dry index*
dc.subject.otherstatistical arbitrage*
dc.subject.othervolume*
dc.subject.othercryptocurrency*
dc.subject.otherHashrate*
dc.subject.otherblockchain*
dc.subject.otherdiamond prices*
dc.subject.otherpro-cyclical volatility*
dc.subject.othercapital asset pricing model*
dc.subject.otherBitcoin volatility*
dc.subject.othertrend prediction*
dc.subject.othercollatz conjecture*
dc.subject.otherhigh-frequency finance*
dc.subject.othersentiment*
dc.subject.othergeometric distribution*
dc.subject.otherspeculative bubbles*
dc.subject.othergold*
dc.subject.otherclassification framework*
dc.subject.otherlimit order book*
dc.subject.otherventure capital*
dc.subject.otherproof-of-work*
dc.subject.otherhigh frequency*
dc.subject.otherBitcoin*
dc.subject.othermachine learning*
dc.subject.othermetric learning*
dc.subject.otherstylized fact*
dc.subject.otherdigital currency*
dc.subject.othercrowdfunding*
dc.subject.otherHAR*
dc.subject.otherGARCH-MIDAS*
dc.subject.otherbitcoin*
dc.titleAlternative Assets and Cryptocurrencies*
dc.typebook
oapen.identifier.doi10.3390/books978-3-03897-979-1*
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0*
oapen.relation.isbn9783038979791*
oapen.relation.isbn9783038979784*
oapen.pages218*
oapen.edition1st*


Fichier(s) constituant ce document

FichiersTailleFormatVue

Il n'y a pas de fichiers associés à ce document.

Ce document figure dans la(les) collection(s) suivante(s)

Afficher la notice abrégée

https://creativecommons.org/licenses/by-nc-nd/4.0/
Excepté là où spécifié autrement, la license de ce document est décrite en tant que https://creativecommons.org/licenses/by-nc-nd/4.0/