標(biāo)題: Titlebook: Asset Pricing and Investment Styles in Digital Assets ; A Comparison with Tr Tobias Glas Book 2022 The Editor(s) (if applicable) and The Au [打印本頁(yè)] 作者: 稀少 時(shí)間: 2025-3-21 17:46
書目名稱Asset Pricing and Investment Styles in Digital Assets 影響因子(影響力)
書目名稱Asset Pricing and Investment Styles in Digital Assets 影響因子(影響力)學(xué)科排名
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書目名稱Asset Pricing and Investment Styles in Digital Assets 網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Asset Pricing and Investment Styles in Digital Assets 被引頻次
書目名稱Asset Pricing and Investment Styles in Digital Assets 被引頻次學(xué)科排名
書目名稱Asset Pricing and Investment Styles in Digital Assets 年度引用
書目名稱Asset Pricing and Investment Styles in Digital Assets 年度引用學(xué)科排名
書目名稱Asset Pricing and Investment Styles in Digital Assets 讀者反饋
書目名稱Asset Pricing and Investment Styles in Digital Assets 讀者反饋學(xué)科排名
作者: Congestion 時(shí)間: 2025-3-21 21:58
,An Asset Pricer’s Toolkit,s can also be applied to nearly any asset class. Initially, most of the methods were intended to be used for US stock data. Then, the scope was extended to international stock markets and other asset classes such as foreign exchange (FX), commodities, or bonds. The latest asset class to which the sa作者: 使糾纏 時(shí)間: 2025-3-22 01:43
Investment Styles in General,und that some characteristics achieve similar good results (i.e., positive excess returns, low correlations to long-only strategies) across different asset classes. If those characteristics are robust over asset classes such as equities, fixed income, commodities, and others, it could be assumed the作者: Abjure 時(shí)間: 2025-3-22 07:31
Related Literature,works have been published, which mostly investigate various different topics in only a handful of virtual assets. The full cross-section of digital assets is only investigated sparsely. Nevertheless, some context regarding this young stream of the finance literature is provided, especially with rega作者: RODE 時(shí)間: 2025-3-22 11:36 作者: Console 時(shí)間: 2025-3-22 15:09 作者: 背書 時(shí)間: 2025-3-22 18:47
On the Effectiveness of Technical Indicators in Digital Assets,vily on such tools, but research has not yet agreed on a final conclusion regarding their effectiveness. Technical analysis makes predictions of future prices of an asset based on the past performance information. Therefore, it can be regarded a time-series instrument. On the other hand, with hundre作者: RADE 時(shí)間: 2025-3-22 23:32
Investment Styles in Digital Assets, this approach was used to investigate whether the predictions of the CAPM hold in empirical tests. Since the ex ante beta of an asset is not observable, and data issues make tests difficult for single assets, portfolio sorts combine multiple assets into a portfolio of assets to mitigate such issues作者: ligature 時(shí)間: 2025-3-23 03:26 作者: mechanical 時(shí)間: 2025-3-23 07:58 作者: 意見一致 時(shí)間: 2025-3-23 13:24
Are the Results Robust and Still Valid?,ataset, totally independent from the initial dataset. The intention with this second dataset was to prove that the described results are correct, since it includes a much larger set of digital assets than the previous dataset. It is also longer (in terms of data history) and does not suffer from a s作者: beta-cells 時(shí)間: 2025-3-23 16:57 作者: 有罪 時(shí)間: 2025-3-23 18:54
Tobias GlasProvides a fundamental understanding of digital assets and digital asset data in a finance research context.Includes a variety of easy-to-implement and back tested trading strategies in digital assets作者: MANIA 時(shí)間: 2025-3-24 02:11
Advanced Studies in Diginomics and Digitalizationhttp://image.papertrans.cn/b/image/163449.jpg作者: dura-mater 時(shí)間: 2025-3-24 05:21 作者: Conquest 時(shí)間: 2025-3-24 07:02 作者: Cardiac-Output 時(shí)間: 2025-3-24 14:29
Structured Contexts with Fibred Semantics,works have been published, which mostly investigate various different topics in only a handful of virtual assets. The full cross-section of digital assets is only investigated sparsely. Nevertheless, some context regarding this young stream of the finance literature is provided, especially with regard to asset pricing and investment styles.作者: 天然熱噴泉 時(shí)間: 2025-3-24 15:59 作者: animated 時(shí)間: 2025-3-24 21:34
978-3-030-95697-4The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl作者: aviator 時(shí)間: 2025-3-25 00:23
https://doi.org/10.1007/978-3-319-68034-7 from technical to legal to financial applications. In the years 2016 and 2017, for example, start-ups discovered initial coin offerings (ICOs) to raise funds, circumventing traditional venture capitalists. Since the number of possible applications is vast for cryptocurrencies, I prefer the term . a作者: SMART 時(shí)間: 2025-3-25 03:29
Compositional Model Checking Is Lively,s can also be applied to nearly any asset class. Initially, most of the methods were intended to be used for US stock data. Then, the scope was extended to international stock markets and other asset classes such as foreign exchange (FX), commodities, or bonds. The latest asset class to which the sa作者: Rct393 時(shí)間: 2025-3-25 10:58
Decomposition of Constraint Automata,und that some characteristics achieve similar good results (i.e., positive excess returns, low correlations to long-only strategies) across different asset classes. If those characteristics are robust over asset classes such as equities, fixed income, commodities, and others, it could be assumed the作者: rheumatism 時(shí)間: 2025-3-25 15:03
Structured Contexts with Fibred Semantics,works have been published, which mostly investigate various different topics in only a handful of virtual assets. The full cross-section of digital assets is only investigated sparsely. Nevertheless, some context regarding this young stream of the finance literature is provided, especially with rega作者: 鄙視讀作 時(shí)間: 2025-3-25 17:33 作者: 跳動(dòng) 時(shí)間: 2025-3-25 22:08 作者: Contort 時(shí)間: 2025-3-26 00:36 作者: GRATE 時(shí)間: 2025-3-26 08:17
Norbert Fuchs,Sieglinde Stainer this approach was used to investigate whether the predictions of the CAPM hold in empirical tests. Since the ex ante beta of an asset is not observable, and data issues make tests difficult for single assets, portfolio sorts combine multiple assets into a portfolio of assets to mitigate such issues作者: 關(guān)節(jié)炎 時(shí)間: 2025-3-26 10:46
Horst Zuse,Peter Bollmann-Sdorrarincipal component analysis are used to condense the information contained in the digital asset dataset. After investigating the principal components more deeply, it emerges that this first approach yields no statistically significant results. Therefore, as a second step fundamental as well as other作者: 使痛苦 時(shí)間: 2025-3-26 16:40
Properties of Software Measuresns of characteristics which are able to describe and explain the cross-section of digital asset returns. The standard procedure in the asset pricing and investment styles literature to harvest such characteristic premia is to construct hedge portfolios based on a specific characteristic. In digital 作者: optional 時(shí)間: 2025-3-26 18:44 作者: 打擊 時(shí)間: 2025-3-27 00:29 作者: Ventricle 時(shí)間: 2025-3-27 02:20
Compositional Model Checking Is Lively,me methods can be applied are digital assets. Here and in other asset classes, (almost) no theoretical adjustments need to be made to the original concept. This chapter is therefore not necessarily related to digital assets specifically but provides a methodological background for the analyses used in the remainder of this book.作者: 形上升才刺激 時(shí)間: 2025-3-27 09:19
Decomposition of Constraint Automata,y can be applied to digital assets in the same manner. Since it is not yet clear if digital assets can be considered as their own asset class, characteristics in popular asset classes are described to draw connections in subsequent chapters.作者: Evocative 時(shí)間: 2025-3-27 12:15 作者: atrophy 時(shí)間: 2025-3-27 13:51 作者: Lice692 時(shí)間: 2025-3-27 21:14
Book 2022 Can digital assets, with the flagship asset bitcoin, really be considered a serious asset class? Since it is possible to trade digital assets, does it make sense to trade or to invest in these assets? How do digital assets compare to traditional asset classes like equities or bonds?..After describi作者: 心胸狹窄 時(shí)間: 2025-3-28 00:29 作者: Substance 時(shí)間: 2025-3-28 03:19 作者: bourgeois 時(shí)間: 2025-3-28 08:37
Fausto Giunchiglia,Chiara Ghidinias been attracting mankind for ages. Digital assets, on the other hand, do not even exist in physical form. Coins such as bitcoin or ethereum can only be created (i.e., “mined”) and stored in virtual form as computer code. After some technical introductions, the digital asset dataset(s) is described in the form of stylized facts.作者: Heretical 時(shí)間: 2025-3-28 12:42
https://doi.org/10.1007/978-1-4471-3205-9e it includes a much larger set of digital assets than the previous dataset. It is also longer (in terms of data history) and does not suffer from a survivorship bias. Since the second source of data is not connected to the first one at all, it serves as an additional (data) robustness check.作者: 無(wú)表情 時(shí)間: 2025-3-28 18:17
Properties of Software Measuresothers. Thereby, I have investigated several well-known and popular topics from the investment and asset pricing literature and applied them to digital assets. One main finding is that digital assets are still relatively heterogenous and shaped by the smallest digital coins.作者: 隱士 時(shí)間: 2025-3-28 19:30 作者: PHIL 時(shí)間: 2025-3-29 00:41 作者: larder 時(shí)間: 2025-3-29 04:29 作者: 根除 時(shí)間: 2025-3-29 10:54
Conclusion,others. Thereby, I have investigated several well-known and popular topics from the investment and asset pricing literature and applied them to digital assets. One main finding is that digital assets are still relatively heterogenous and shaped by the smallest digital coins.作者: 內(nèi)疚 時(shí)間: 2025-3-29 14:57
,An Asset Pricer’s Toolkit,me methods can be applied are digital assets. Here and in other asset classes, (almost) no theoretical adjustments need to be made to the original concept. This chapter is therefore not necessarily related to digital assets specifically but provides a methodological background for the analyses used in the remainder of this book.作者: 媽媽不開心 時(shí)間: 2025-3-29 16:58 作者: Excise 時(shí)間: 2025-3-29 20:09 作者: 身心疲憊 時(shí)間: 2025-3-30 00:29
How to Incorporate Characteristics into the Portfolio Construction Process,assets, however, short selling is almost impossible. Therefore, alternative (long-only) approaches that incorporate characteristics into the portfolio construction process are described for digital asset investors.
