Risk management is an important and helpful process for investors, hedge funds, traders and market makers. One of its … key points is the appropriate estimation of risk measures which can improve the investment decisions and trading … strategies. The high volatility of cryptocurrencies turns them a really risky investment and consequently, appropriate risk …

Standardabweichungen zu testen. Wir erweitern die bestehende Literatur, indem wir zahlreiche Charakteristika identifizieren, die Risiko und … to explain cryptocurrency risk and return. …

We establish that the risk-return tradeoff of cryptocurrencies (Bitcoin, Ripple, and Ethereum) is distinct from those …

We establish that the risk-return tradeoff of cryptocurrencies (Bitcoin, Ripple, and Ethereum) is distinct from those …

frequency is thus revealed as being less precise for capturing the 'pure' systematic risk for Bitcoin and Ethereum. For Ethereum … investment bankers to include 'realized' versions of CAPM betas in their dashboard of indicators for portfolio risk estimation …

We examine the role of geopolitical risk in the cross-sectional pricing of cryptocurrencies. We calculate … cryptocurrency exposure to changes in the geopolitical risk index and document that coins with the lowest geopolitical beta … outperform those with high geopolitical beta. Our findings suggest that risk-averse investors require additional compensation as …

variations. We show that a hedged portfolio sorted on idiosyncratic diffusive risk yields a weekly return of -2.16%, suggesting … the existence of a low idiosyncratic risk anomaly. Subsequently, we examine possible explanations for this anomaly, and …

. The author wonders whether contagion risk among these cryptocurrencies happens or not in the event of crashing. We also …-plots. It also means the existence of contagion risk among these cryptocurrencies. The three methodologies namely Kendall …