LEADER 03731nam 22006495 450 001 9910574086703321 005 20230714133623.0 010 $a9783030956950$b(electronic bk.) 010 $z9783030956943 024 7 $a10.1007/978-3-030-95695-0 035 $a(MiAaPQ)EBC6995045 035 $a(Au-PeEL)EBL6995045 035 $a(CKB)22444512400041 035 $a(DE-He213)978-3-030-95695-0 035 $a(PPN)272259039 035 $a(EXLCZ)9922444512400041 100 $a20220519d2022 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aAsset Pricing and Investment Styles in Digital Assets $eA Comparison with Traditional Asset Classes /$fby Tobias Glas 205 $a1st ed. 2022. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2022. 215 $a1 online resource (347 pages) 225 1 $aAdvanced Studies in Diginomics and Digitalization,$x2731-0485 311 08$aPrint version: Glas, Tobias Asset Pricing and Investment Styles in Digital Assets Cham : Springer International Publishing AG,c2022 9783030956943 320 $aIncludes bibliographical references. 327 $aChapter 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. 330 $aThis book analyzes the emerging asset class of digital assets. When a new asset class originates, researchers try to understand some basic questions: Can digital assets, with the flagship asset bitcoin, really be considered a serious asset class? Since it is possible to trade digital assets, does it make sense to trade or to invest in these assets? How do digital assets compare to traditional asset classes like equities or bonds? After describing basic financial theory and breaking down the digital asset universe, this book provides fundamental knowledge with respect to this young and rising asset class. It focuses on special issues like the application of technical indicators, investment styles, asset pricing and portfolio construction. Furthermore, it offers remarks and links to other traditional asset classes and describes and warns of data issues in digital asset data. 410 0$aAdvanced Studies in Diginomics and Digitalization,$x2731-0485 606 $aFinancial engineering 606 $aCapital market 606 $aTechnological innovations 606 $aFinance 606 $aFinancial Technology and Innovation 606 $aCapital Markets 606 $aInnovation and Technology Management 606 $aFinancial Economics 615 0$aFinancial engineering. 615 0$aCapital market. 615 0$aTechnological innovations. 615 0$aFinance. 615 14$aFinancial Technology and Innovation. 615 24$aCapital Markets. 615 24$aInnovation and Technology Management. 615 24$aFinancial Economics. 676 $a332.6320285 676 $a332.6320285 700 $aGlas$b Tobias$01239922 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910574086703321 996 $aAsset Pricing and Investment Styles in Digital Assets$92876481 997 $aUNINA