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Glas, 2022 - Google Patents

How to incorporate characteristics into the portfolio construction process

Glas, 2022

Document ID
1028782461199086242
Author
Glas T
Publication year
Publication venue
Asset Pricing and Investment Styles in Digital Assets: A Comparison with Traditional Asset Classes

External Links

Snippet

Recent studies (see Glas (J Altern Invest 22 (1): 96–113, 2019) among others, and the previous chapters of this book) have uncovered the first indications of characteristics which are able to describe and explain the cross-section of digital asset returns. The standard …
Continue reading at link.springer.com (other versions)

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