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~person:"Trimborn, Simon"
~source:"econstor"
~subject:"DLT"
~subject:"volatility"
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Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies
Petukhina, Alla
;
Trimborn, Simon
;
Härdle, Wolfgang Karl
; …
-
2018
as combined strategies. To account for the frequently low liquidity of
cryptocurrency
markets we incorporate the LIBRO …
cryptocurrency
returns are non-redundant additions to the investment universe. …
Persistent link: https://www.econbiz.de/10012433207
Saved in:
2
VCRIX - a volatility index for crypto-currencies
Kim, Alisa
;
Trimborn, Simon
;
Härdle, Wolfgang Karl
-
2019
volatility index was created to capture the investor expectations about the
crypto-currency
ecosystem. VCRIX is built based on …
Persistent link: https://www.econbiz.de/10012433241
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