03192nam 2200901z- 450 991034683550332120231214133315.03-03897-979-1(CKB)4920000000095285(oapen)https://directory.doabooks.org/handle/20.500.12854/40696(NjHacI)994920000000095285(EXLCZ)99492000000009528520202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierAlternative Assets and CryptocurrenciesMDPI - Multidisciplinary Digital Publishing Institute20191 electronic resource (218 p.)3-03897-978-3 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.Financeinflation propensityrealized volatilityportfolio modellingdiamond stockssystemic riskcryptocurrenciesinitial coin offeringsmooth transitioninvestment assetGARCHrisk managementtransaction costsliquidity coststime seriesBaltic dry indexstatistical arbitragevolumecryptocurrencyHashrateblockchaindiamond pricespro-cyclical volatilitycapital asset pricing modelBitcoin volatilitytrend predictioncollatz conjecturehigh-frequency financesentimentgeometric distributionspeculative bubblesgoldclassification frameworklimit order bookventure capitalproof-of-workhigh frequencyBitcoinmachine learningmetric learningstylized factdigital currencycrowdfundingHARGARCH-MIDASbitcoinFinance.332Hafner Christian288655NjHacINjHaclBOOK9910346835503321Alternative Assets and Cryptocurrencies3012768UNINA