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Investing with cryptocurrencies - A liquidity constrained investment approach
Trimborn, Simon; Li, Mingyang; Härdle, Wolfgang Karl - 2017
Cryptocurrencies have left the dark side of the finance universe and become an object of study for asset and portfolio management. Since they have a low liquidity compared to traditional assets, one needs to take into account liquidity issues when one puts them into the same portfolio. We...
Persistent link: https://www.econbiz.de/10011725381
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Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies
Petukhina, Alla; Trimborn, Simon; Härdle, Wolfgang Karl; … - 2018
The market capitalization of cryptocurrencies has risen rapidly during the last few years. Despite their high volatility, this fact has spurred growing interest in cryptocurrencies as an alternative investment asset for portfolio and risk management. We characterise the effects of adding...
Persistent link: https://www.econbiz.de/10012433207
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Investing with cryptocurrencies : a liquidity constrained investment approach
Trimborn, Simon; Li, Mingyang; Härdle, Wolfgang - In: Journal of financial econometrics 18 (2020) 2, pp. 280-306
Persistent link: https://www.econbiz.de/10012232957
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Influencer detection meets network autoregression : influential regions in the bitcoin blockchain
Trimborn, Simon; Peng, Hanqiu; Chen, Ying - In: CeNDEF working paper (2022) 6, pp. 1-75
Persistent link: https://www.econbiz.de/10014385051
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Investing with cryptocurrencies : evaluating their potential for portfolio allocation strategies
Petukhina, Alla; Trimborn, Simon; Härdle, Wolfgang; … - In: Quantitative finance 21 (2021) 11, pp. 1825-1853
Persistent link: https://www.econbiz.de/10012696778
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Discover Regional and Size Effects in Global Bitcoin Blockchain via Sparse-Group Network AutoRegressive Modeling
Chen, Ying - 2019
Bitcoin blockchain has grown into an active global virtual money network with millions of accounts.We propose a Sparse … network. Our study considers the up-to-date Bitcoin blockchain, from February 2012 to July 2017, with all the transactions …
Persistent link: https://www.econbiz.de/10012898219
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Investing with cryptocurrencies : a liquidity constrained investment approach
Trimborn, Simon; Li, Mingyang; Härdle, Wolfgang - 2017
Cryptocurrencies have left the dark side of the finance universe and become an object of study for asset and portfolio management. Since they have a low liquidity compared to traditional assets, one needs to take into account liquidity issues when one puts them into the same portfolio. We...
Persistent link: https://www.econbiz.de/10011672439
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CRIX or Evaluating Blockchain Based Currencies
Trimborn, Simon - 2019
the Blockchain made it possible to fill his vision with life. Cryptocurrencies (abbr. cryptos) came up and widened the …
Persistent link: https://www.econbiz.de/10012902487
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CRIX an Index for Blockchain Based Currencies
Trimborn, Simon - 2019
The S&P500 or DAX30 are important benchmarks for the financial industry. These and other indices describe different compositions of certain segments of the financial markets. For currency markets, the IMF offers the index SDR. Prior to the Euro, the ECU existed, which was an index representing...
Persistent link: https://www.econbiz.de/10012903196
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Blockchain meets network analytics : a tale of heuristics, location and fraud detection
Trimborn, Simon; Yu, Le - 2022
The information provided by blockchains of cryptocurrencies is immense and diverse. Blockchain information are … developed over time. We introduce network analytics applied to blockchain data, which supports finance and economics research to … comprehensive overview, we intend to aid research on the use of blockchain information to understand user behaviours and the …
Persistent link: https://www.econbiz.de/10013290188