2 citations · 2 across the 3 of their papers we have counts for
4 papers
Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market
Christoph J. Börner, Ingo Hoffmann, Jonas Krettek +2
Cryptocurrencies (CCs) become more interesting for institutional investors' strategic asset allocation and will be a fixed component of professional portfolios in future. This asse…
On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications
Christoph J. Börner, Ingo Hoffmann, Jonas Krettek +2
This paper evaluates and assesses the risk associated with capital allocation in cryptocurrencies (CCs). In this regard, we take a basket of 27 CCs and the CC index EWCI into a…
Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors
Tim Schmitz, Ingo Hoffmann
In this paper, we investigate whether mixing cryptocurrencies to a German investor portfolio improves portfolio diversification. We analyse this research question by applying a (me…
On Capital Allocation under Information Constraints
Christoph J. Börner, Ingo Hoffmann, Fabian Poetter +1
Attempts to allocate capital across a selection of different investments are often hampered by the fact that investors' decisions are made under limited information (no historical…