Browsing by Author "Trimborn, Simon"

Now showing items 1-5 of 5

2016-05-24Buch

CRIX an Indexfor blockchainbased Currencies

Trimborn, Simon; Härdle, Wolfgang Karl

The S&P500 or DAX30 are important benchmarks for the financial industry. These and other indices describe different compositions of certain segments of the financial markets. For currency markets, the IMF offers the index ...
2015-10-15Buch

CRIX or evaluating Blockchain based currencies

Trimborn, Simon; Härdle, Wolfgang Karl

More and more companies start offering digital payment systems. Smartphones evolve to a digital wallet such that it seems like we are about to enter the era of digital finance. In fact we are already inside an digital ...
2017-07-10Diskussionspapier

Investing with cryptocurrencies

Trimborn, Simon; Mingyang, Li; Härdle, Wolfgang Karl

Cryptocurrencies have left the dark side of the finance universe and become an object of study for asset and portfolio management. Since they have a low liquidity compared to traditional assets, one needs to take into ...
2016-10-06Buch

The Cross-Section of Crypto-Currencies as Financial Assets: An Overview

Elendner, Hermann; Trimborn, Simon; Ong, Bobby; Lee, Teik Ming

Crypto-currencies have developed a vibrant market since bitcoin, the first crypto-currency, was created in 2009. We look at the properties of cryptocurrencies as financial assets in a broad cross-section. We discuss ...
2015-03-30Masterarbeit

Towards Cryptocurrency Index

analysis of the market

Trimborn, Simon

In dieser Thesis wird ein Marktindex konstruiert, wobei neu entwickelte Methoden für solch eine Aufgabe verwendet werden. Die Entscheidung über die Anzahl der Indexteilnehmer wird mithilfe des AIC und BIC Kriteriums getroffen ...