Explaining cryptocurrency returns : a prospect theory perspective
Year of publication: |
2022
|
---|---|
Authors: | Chen, Rongxin ; Lepori, Gabriele M. ; Tai, Chung-Ching ; Sung, Ming-chien |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 79.2022, p. 1-22
|
Subject: | Cryptocurrency | Behavioural asset pricing | Cross-section of returns | Prospect theory | Prospect Theory | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection |
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