Alternative Assets and Cryptocurrencies
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Beschreibung
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.
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Themen in »Alternative Assets and Cryptocurrencies«
Baltic dry index Bitcoin volatility digital currency GARCH-MIDAS pro-cyclical volatility volume Bitcoin gold GARCH portfolio modelling risk management Bitcoin cryptocurrency Hashrate initial coin offering