Alternative Assets and Cryptocurrencies 

 -  MDPI - Multidisciplinary Digital Publishing Institute  2019 
 - 1 electronic resource (218 p.) 
<br/><br/> Open Access 
<br/><br/> 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. 
<br/><br/><br/>Creative Commons 
<br/><br/><br/>English 
<br/><br/><label>ISBN: </label>books978-3-03897-979-1 9783038979791 9783038979784 
<br/><br/><label>Standard No.: </label>10.3390/books978-3-03897-979-1  doi 
<br/><br/><label>Subjects--Index Terms: </label>inflation propensity realized volatility portfolio modelling diamond stocks systemic risk cryptocurrencies initial coin offering smooth transition investment asset GARCH risk management transaction costs liquidity costs time series Baltic dry index statistical arbitrage volume cryptocurrency Hashrate blockchain diamond prices pro-cyclical volatility capital asset pricing model Bitcoin volatility trend prediction collatz conjecture high-frequency finance sentiment geometric distribution speculative bubbles gold classification framework limit order book venture capital proof-of-work high frequency Bitcoin machine learning metric learning stylized fact digital currency crowdfunding HAR GARCH-MIDAS bitcoin