On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
Year of publication: |
2024
|
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Authors: | Han, Weihao ; Newton, David P. ; Platanakis, Emmanouil ; Sutcliffe, Charles M. S. ; Ye, Xiaoxia |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 30.2024, 3, p. 1125-1164
|
Subject: | almost stochastic dominance | asset pricing | cryptocurrencies | mispricing | Stochastischer Prozess | Stochastic process | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory |
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