Asset Pricing and Investment Styles in Digital Assets: A Comparison with Traditional Asset Classes

By Tobias Glas

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.

• Format: Hardcover
• Language: English
• ISBN: 3030956946
• ISBN13: 9783030956943
• Release Date: May 2022
• Publisher: Springer
• Length: 339 Pages
• Weight: 1.50 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"