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: TRIMBORN, Simon, LI, Mingyang, HARDLE, Wolfgang Karl
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2020
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在線閱讀: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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