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Asset pricing and investment styles in digital assetsa comparison with traditional asset classes /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Asset pricing and investment styles in digital assetsby Tobias Glas.
Reminder of title:	a comparison with traditional asset classes /
Author:	Glas, Tobias.
Published:	Cham :Springer International Publishing :2022.
Description:	xx, 339 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	SecuritiesData processing.
Online resource:	https://doi.org/10.1007/978-3-030-95695-0
ISBN:	9783030956950$q(electronic bk.)

Asset pricing and investment styles in digital assetsa comparison with traditional asset classes /
Glas, Tobias.

Asset pricing and investment styles in digital assetsa comparison with traditional asset classes /[electronic resource] :by Tobias Glas. - Cham :Springer International Publishing :2022. - xx, 339 p. :ill., digital ;24 cm. - Advanced studies in diginomics and digitalization,2731-0485. - Advanced studies in diginomics and digitalization..

Chapter 1. The Emergence of a New Asset Class: Digital Assets -- Chapter 2. An Asset Pricer's Toolkit -- Chapter 3. Investment Styles in General -- Chapter 4. Related Literature -- Chapter 5. Digital Assets -- Chapter 6. Digital Assets in a Multi-asset Context -- Chapter 7. On the Effectiveness of Technical Indicators in Digital Assets -- Chapter 8. Investment Styles in Digital Assets -- Chapter 9. Risk Factors in Digital Assets -- Chapter 10. How to Incorporate Characteristics into the Portfolio Construction Process -- Chapter 11. Are the Results Robust and Still Valid? -- Chapter 12. Conclusion.

This book analyzes the emerging asset class of digital assets. When a new asset class originates, researchers try to understand some basic questions: Can digital assets, with the flagship asset bitcoin, really be considered a serious asset class? Since it is possible to trade digital assets, does it make sense to trade or to invest in these assets? How do digital assets compare to traditional asset classes like equities or bonds? After describing basic financial theory and breaking down the digital asset universe, this book provides fundamental knowledge with respect to this young and rising asset class. It focuses on special issues like the application of technical indicators, investment styles, asset pricing and portfolio construction. Furthermore, it offers remarks and links to other traditional asset classes and describes and warns of data issues in digital asset data.

ISBN: 9783030956950$q(electronic bk.)

Standard No.: 10.1007/978-3-030-95695-0doiSubjects--Topical Terms:

618202
Securities
--Data processing.

LC Class. No.: HG4521

Dewey Class. No.: 332.6320285

Asset pricing and investment styles in digital assetsa comparison with traditional asset classes /
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505 0 $a Chapter 1. The Emergence of a New Asset Class: Digital Assets -- Chapter 2. An Asset Pricer's Toolkit -- Chapter 3. Investment Styles in General -- Chapter 4. Related Literature -- Chapter 5. Digital Assets -- Chapter 6. Digital Assets in a Multi-asset Context -- Chapter 7. On the Effectiveness of Technical Indicators in Digital Assets -- Chapter 8. Investment Styles in Digital Assets -- Chapter 9. Risk Factors in Digital Assets -- Chapter 10. How to Incorporate Characteristics into the Portfolio Construction Process -- Chapter 11. Are the Results Robust and Still Valid? -- Chapter 12. Conclusion.
520 $a This book analyzes the emerging asset class of digital assets. When a new asset class originates, researchers try to understand some basic questions: Can digital assets, with the flagship asset bitcoin, really be considered a serious asset class? Since it is possible to trade digital assets, does it make sense to trade or to invest in these assets? How do digital assets compare to traditional asset classes like equities or bonds? After describing basic financial theory and breaking down the digital asset universe, this book provides fundamental knowledge with respect to this young and rising asset class. It focuses on special issues like the application of technical indicators, investment styles, asset pricing and portfolio construction. Furthermore, it offers remarks and links to other traditional asset classes and describes and warns of data issues in digital asset data.
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