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Asset Pricing and Investment Styles in Digital Assets : A Comparison with Traditional Asset Classes / by Tobias Glas
(Advanced Studies in Diginomics and Digitalization. ISSN:27310485)

Publisher	(Cham : Springer International Publishing : Imprint: Springer)
Year	2022
Edition	1st ed. 2022.
Authors	*Glas, Tobias author SpringerLink (Online service)

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Links to the text	Location	Volume	Call No.	Barcode No.	Status	Comments	ISBN	Printed	Restriction	Reserve
Links to the text	Library Off-campus access			OB00185957		Springer Business and Management eBooks (電子ブック)	9783030956950

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Material Type	E-Book
Media type	機械可読データファイル
Size	XX, 339 p. 14 illus : online resource
Notes	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 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 HTTP:URL=https://doi.org/10.1007/978-3-030-95695-0
Subjects	LCSH:Financial engineering LCSH:Capital market LCSH:Technological innovations LCSH:Finance FREE:Financial Technology and Innovation FREE:Capital Markets FREE:Innovation and Technology Management FREE:Financial Economics
Classification	LCC:HG176.7 DC23:332 DC23:658.15
ID	8000086975
ISBN	9783030956950