On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing
Weihao Han, David Newton, Emmanouil Platanakis, Charles Sutcliffe, Xiaoxia Ye
| Year of publication: |
2024
|
|---|---|
| Authors: | Han, Weihao ; Newton, David P. ; Platanakis, Emmanouil ; Sutcliffe, Charles M. S. ; Ye, Xiaoxia |
| Subject: | almost stochastic dominance | asset pricing | cryptocurrencies | mispricing | Virtuelle Währung | Virtual currency | CAPM | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/eufm.12431 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014574015