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The cryptocurrency uncertainties and investment transitions : evidence from high and low carbon energy funds in China
Yan, Lei; Mirza, Nawazish; Umar, Muhammad - In: Technological forecasting & social change : an … 175 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013334900
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Eccentricity in Asset Management
Kaya, Hakan - 2013
We describe how networks based on information theory can help measure and visualize systemic risk, enhance … dependency structures prior to market sell-offs, and as such, it is a potential candidate for monitoring systemic risk. We also …
Persistent link: https://www.econbiz.de/10013073381
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How Do Local Markets Respond to Global Risk Factor Differently in Various Market Regimes? A Study of Country Exchange Traded Funds
Yuan, Jun - 2012
This paper explores how the returns of country exchange traded funds (ETFs) respond to global risk factors in different … model (RS) with six global risk factors and identify three market regimes - bull, transitory and bear markets. The empirical … results show that both the returns of country ETFs and their sensitivities to the risk factors are highly regime dependent …
Persistent link: https://www.econbiz.de/10013114076
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No cryptocurrency experience required : managerial characteristics in cryptocurrency fund performance
Urquhart, Andrew; Wang, Pengfei - In: Review of corporate finance 3 (2023) 4, pp. 529-569
Persistent link: https://www.econbiz.de/10014390428
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Applying the SEC Custody Rule to Cryptocurrency Hedge Fund Managers
Schaefer, Drew - 2019
This paper will review why it is difficult to apply the current custody rule to cryptocurrency hedge funds, and how the rule can be modified to better fit the peculiarities of this new asset class. The paper will look at the present state of the rule and its general application to hedge funds....
Persistent link: https://www.econbiz.de/10012862104
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On the Performance of Cryptocurrency Funds
Bianchi, Daniele - 2020
We investigate the performance of funds that specialise in cryptocurrency markets. In doing so, we contribute to a growing literature that aims to understand the role of digital assets as an investment. Methodologically, we implement a novel panel bootstrap approach that samples jointly the...
Persistent link: https://www.econbiz.de/10012838990
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On the performance of cryptocurrency funds
Bianchi, Daniele; Babiak, Mykola - 2021
cryptocurrency funds generate significantly alphas compared to passive benchmarks or conventional risk factors. We compare the actual …
Persistent link: https://www.econbiz.de/10012695266
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Skewness, cryptocurrency, and peer-to-peer loans : an asset allocation exercise for a unique student-managed fund
Livingston, Lynda S. - In: Business education & accreditation : BEA 11 (2019) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10012163674
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On the performance of cryptocurrency funds
Bianchi, Daniele; Babiak, Mykola - In: Journal of banking & finance 138 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013461699