8 citations · 17 across the 8 of their papers we have counts for
9 papers
Temperature Measurement in Agent Systems
Christoph J. Börner, Ingo Hoffmann
Models for spin systems, known from statistical physics, are applied analogously in econometrics in the form of agent-based models. The models discussed in the econophysics literat…
A closer look at the chemical potential of an ideal agent system
Christoph J. Börner, Ingo Hoffmann, John H. Stiebel
Models for spin systems known from statistical physics are used in econometrics in the form of agent-based models. Econophysics research in econometrics is increasingly developing…
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…