Alternative Assets and Cryptocurrencies

Alternative assets such as fine art, wine, or diamonds have become popular investment vehicles in the aftermath of the global financial crisis. Correlation with classical financial markets is typically low, such that diversification benefits arise for portfolio allocation and risk management. Crypto...

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Format: Book Chapter
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
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245 1 0 |a Alternative Assets and Cryptocurrencies 
260 |b MDPI - Multidisciplinary Digital Publishing Institute  |c 2019 
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520 |a Alternative assets such as fine art, wine, or diamonds have become popular investment vehicles in the aftermath of the global financial crisis. Correlation with classical financial markets is typically low, such that diversification benefits arise for portfolio allocation and risk management. Cryptocurrencies share many alternative asset features, but are hampered by high volatility, sluggish commercial acceptance, and regulatory uncertainties. This collection of papers addresses alternative assets and cryptocurrencies from economic, financial, statistical, and technical points of view. It gives an overview of their current state and explores their properties and prospects using innovative approaches and methodologies. 
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653 |a inflation propensity 
653 |a realized volatility 
653 |a portfolio modelling 
653 |a diamond stocks 
653 |a systemic risk 
653 |a cryptocurrencies 
653 |a initial coin offering 
653 |a smooth transition 
653 |a investment asset 
653 |a GARCH 
653 |a risk management 
653 |a transaction costs 
653 |a liquidity costs 
653 |a time series 
653 |a Baltic dry index 
653 |a statistical arbitrage 
653 |a volume 
653 |a cryptocurrency 
653 |a Hashrate 
653 |a blockchain 
653 |a diamond prices 
653 |a pro-cyclical volatility 
653 |a capital asset pricing model 
653 |a Bitcoin volatility 
653 |a trend prediction 
653 |a collatz conjecture 
653 |a high-frequency finance 
653 |a sentiment 
653 |a geometric distribution 
653 |a speculative bubbles 
653 |a gold 
653 |a classification framework 
653 |a limit order book 
653 |a venture capital 
653 |a proof-of-work 
653 |a high frequency 
653 |a Bitcoin 
653 |a machine learning 
653 |a metric learning 
653 |a stylized fact 
653 |a digital currency 
653 |a crowdfunding 
653 |a HAR 
653 |a GARCH-MIDAS 
653 |a bitcoin 
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