Investing with cryptocurrencies: A liquidity constrained investment approach

Investing with cryptocurrencies: A liquidity constrained investment approach

Cryptocurrencies have left the dark side of the finance universe and become an object of study for asset and portfolio management. Since they have low liquidity compared to traditional assets, one needs to take into account liquidity issues when adding them to a portfolio. We propose a Liquidity Bou...

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Bibliographic Details
Main Authors: TRIMBORN, Simon, LI, Mingyang, HARDLE, Wolfgang Karl
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Crypto-Currency
CRIX
Portfolio Investment
Asset Classes
Blockchain
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/skbi/6
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1005&context=skbi
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/skbi/6
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1005&context=skbi

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