Alternative Assets and Cryptocurrencies

Edited by
July 2019
218 pages
  • ISBN978-3-03897-978-4 (Paperback)
  • ISBN978-3-03897-979-1 (PDF)

This book is a reprint of the Special Issue Alternative Assets and Cryptocurrencies that was published in

Business & Economics
Computer Science & Mathematics

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.

  • Paperback
License and Copyright
© 2019 by the authors; CC BY-NC-ND license
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; blockchain; venture capital; crowdfunding; geometric distribution; collatz conjecture; inflation propensity; systemic risk; cryptocurrency; blockchain; proof-of-work; cryptocurrency; metric learning; classification framework; time series; trend prediction; limit order book; cryptocurrency; stylized fact; high-frequency finance; liquidity costs; transaction costs; statistical arbitrage; cryptocurrencies; machine learning; bitcoin; realized volatility; HAR; high frequency; cryptocurrencies; speculative bubbles; sentiment; smooth transition; diamond stocks; diamond prices; investment asset; capital asset pricing model; fintech; alternative investments; digital finance; blockchain; bitcoin

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