University of Cebu-Banilad Library

Includes bibliographical references.

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.

"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." --Provided by the publisher

Adult

Donation Biore, Christopher College of Business and Accountancy BSBA-Financial Management

Text in English