Model-based arbitrage in multi-exchange models for Bitcoin price dynamics
Year of publication: |
2019
|
---|---|
Authors: | Bistarelli, Stefano ; Cretarola, Alessandra ; Figà-Talamanca, Gianna ; Patacca, Marco |
Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 1.2019, 1/4, p. 23-46
|
Subject: | Bitcoin | Arbitrage | Sharpe ratio | Virtuelle Währung | Virtual currency | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | Portfolio-Management | Portfolio selection | Elektronisches Geld | Electronic money | CAPM |
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