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Title
Asset pricing and investment styles in digital assets : a comparison with traditional asset classes / Tobias Glas.
ISBN
9783030956950 (electronic bk.)
3030956954 (electronic bk.)
9783030956943
3030956946
Published
Cham : Springer, [2022]
Copyright
©2022
Language
English
Description
1 online resource (xx, 339 pages) : illustrations.
Other Standard Identifiers
10.1007/978-3-030-95695-0 doi
Call Number
HG4521
Dewey Decimal Classification
332.63/20285
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.
Bibliography, etc. Note
Includes bibliographical references.
Access Note
Access limited to authorized users.
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed May 26, 2022).
Series
Advanced studies in diginomics and digitalization. 2731-0485
Available in Other Form
Print version: 9783030956943
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.
