03731nam 22006495 450 991057408670332120230714133623.09783030956950(electronic bk.)978303095694310.1007/978-3-030-95695-0(MiAaPQ)EBC6995045(Au-PeEL)EBL6995045(CKB)22444512400041(DE-He213)978-3-030-95695-0(PPN)272259039(EXLCZ)992244451240004120220519d2022 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierAsset Pricing and Investment Styles in Digital Assets A Comparison with Traditional Asset Classes /by Tobias Glas1st ed. 2022.Cham :Springer International Publishing :Imprint: Springer,2022.1 online resource (347 pages)Advanced Studies in Diginomics and Digitalization,2731-0485Print version: Glas, Tobias Asset Pricing and Investment Styles in Digital Assets Cham : Springer International Publishing AG,c2022 9783030956943 Includes bibliographical references.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.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.Advanced Studies in Diginomics and Digitalization,2731-0485Financial engineeringCapital marketTechnological innovationsFinanceFinancial Technology and InnovationCapital MarketsInnovation and Technology ManagementFinancial EconomicsFinancial engineering.Capital market.Technological innovations.Finance.Financial Technology and Innovation.Capital Markets.Innovation and Technology Management.Financial Economics.332.6320285332.6320285Glas Tobias1239922MiAaPQMiAaPQMiAaPQ9910574086703321Asset Pricing and Investment Styles in Digital Assets2876481UNINA