8 citations · 17 across the 8 of their papers we have counts for
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q-fin.PM2021★ 2 cited
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…
q-fin.RM2021
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…