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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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2020
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| Subjects: | |
| 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 |