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
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|---|---|
| Authors: | Han, Weihao ; Newton, David P. ; Platanakis, Emmanouil ; Sutcliffe, Charles M. S. ; Ye, Xiaoxia |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 30.2024, 3, p. 1125-1164
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| 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 |
| 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