| 000 -LEADER |
|---|
| fixed length control field |
02928nam a22003257a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240704153414.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
240702b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783030956943 [paperback] |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
University of Cebu-Banilad |
| Transcribing agency |
University of Cebu-Banilad |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Glas, Tobias, |
| Relator term |
author. |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Asset pricing and investment styles in digital assets : |
| Remainder of title |
a comparison with traditional asset classes / |
| Statement of responsibility, etc |
Tobias Glas. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Cham, Switzerland : |
| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
c2022. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xx, 339 pages : |
| Other physical details |
illustrations (black and white) ; |
| Dimensions |
23 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type |
volume |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1 The emergence of a new asset class: digital assets -- 2 An asset pricer's toolkit -- 3 Investment styles in general -- 4 Related literature -- 5 Digital assets -- 6 Digital assets in a multi-asset context -- 7 On the effectiveness of technical indicators in digital assets -- 8 Investment styles in digital assets -- 9 Risk factors in digital assets -- 10 How to incorporate characteristics into the portfolio construction process -- 11 Are the results robust and still valid? -- 12 Conclusion -- A Digital asset data details I -- B Clustering based on USD prices -- C Efficient frontiers and transition maps -- D Portfolios including digital assets -- E Risk parity weights -- F Investment style correlations -- G Independence of investments styles -- H Results based on USD prices -- I Full enumeration -- J Digital asset data details II. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"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?<br/><br/>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." --Provided by the publisher |
| 521 ## - TARGET AUDIENCE NOTE |
|---|
| Target audience note |
Adult |
| 541 ## - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Source of acquisition |
Donation |
| Deans/Chairperson |
Biore, Christopher |
| Department |
College of Business and Accountancy |
| Subject Category |
BSBA-Financial Management |
| 546 ## - LANGUAGE NOTE |
|---|
| Language note |
Text in English |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Financial Engineering |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Management Science |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economics |
| General subdivision |
Macroeconomics |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Type of record |
Book |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Encoded by |
Janna [new] |
| Date encoded |
07/02/2024 |
