2 papers
q-fin.PM2020
Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies
Alla Petukhina, Simon Trimborn, Wolfgang Karl Härdle +1
Cryptocurrencies (CCs) have risen rapidly in market capitalization over the last years. Despite striking price volatility, their high average returns have drawn attention to CCs as…
q-fin.GN2019
Monetary Stabilization in Cryptocurrencies - Design Approaches and Open Questions
Ingolf G. A. Pernice, Sebastian Henningsen, Roman Proskalovich +3
The price volatility of cryptocurrencies is often cited as a major hindrance to their wide-scale adoption. Consequently, during the last two years, multiple so called stablecoins h…