On the (Almost) Stochastic Dominance of Cryptocurrency Factor Portfolios & Implications for Cryptocurrency Asset Pricing
Year of publication: |
2022
|
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Authors: | Han, Weihao ; Newton, David ; Platanakis, Emmanouil ; Sutcliffe, Charles ; Ye, Xiaoxia |
Publisher: |
[S.l.] : SSRN |
Subject: | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (98 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 3, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.3857315 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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