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Asset Pricing and Investment Styles in Digital Assets A Comparison with Traditional Asset Classes

Title
Asset Pricing and Investment Styles in Digital Assets [electronic resource] : A Comparison with Traditional Asset Classes / by Tobias Glas.
ISBN
9783030956950
Edition
1st ed. 2022.
Publication
Cham : Springer International Publishing : Imprint: Springer, 2022.
Physical Description
1 online resource (XX, 339 p.) 14 illus.
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
Summary
This book analyzes the emerging asset class of digital assets. When a new asset class originates, researchers try to understand some basic questions: 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 describing basic financial theory and breaking down the digital asset universe, this book provides fundamental knowledge with respect to this young and rising asset class. It focuses on special issues like the application of technical indicators, investment styles, asset pricing and portfolio construction. Furthermore, it offers remarks and links to other traditional asset classes and describes and warns of data issues in digital asset data.
Variant and related titles
Springer ENIN.
Other formats
Printed edition:
Printed edition:
Printed edition:
Format
Books / Online
Language
English
Added to Catalog
July 26, 2023
Series
Advanced Studies in Diginomics and Digitalization,
Advanced Studies in Diginomics and Digitalization,
Contents
Chapter 1. The Emergence of a New Asset Class: Digital Assets
Chapter 2. An Asset Pricer's Toolkit
Chapter 3. Investment Styles in General
Chapter 4. Related Literature
Chapter 5. Digital Assets
Chapter 6. Digital Assets in a Multi-asset Context
Chapter 7. On the Effectiveness of Technical Indicators in Digital Assets
Chapter 8. Investment Styles in Digital Assets
Chapter 9. Risk Factors in Digital Assets
Chapter 10. How to Incorporate Characteristics into the Portfolio Construction Process
Chapter 11. Are the Results Robust and Still Valid?
Chapter 12. Conclusion.
Citation

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