Search Results for author: Simon Trimborn

Found 2 papers, 0 papers with code

CRIX an index for cryptocurrencies

no code implementations21 Sep 2020 Simon Trimborn, Wolfgang Karl Härdle

A method relying on the AIC is proposed to quickly react to market changes and therefore enable us to create an index, referred to as CRIX, for the cryptocurrency market.

Model Selection

Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies

no code implementations9 Sep 2020 Alla Petukhina, Simon Trimborn, Wolfgang Karl Härdle, Hermann Elendner

Despite striking price volatility, their high average returns have drawn attention to CCs as alternative investment assets for portfolio and risk management.

Management

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