Factor exposures of cryptocurrencies: evidence from bitcoin, ethereum and ripple
Matarrese, Vincenzo (A.A. 2018/2019) Factor exposures of cryptocurrencies: evidence from bitcoin, ethereum and ripple. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 78. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Mastering cryptocurrencies. Initial coin offerings (ICOs). Factor loadings and exposures on cryptocurrencies. Factor loadings and exposures. Specific factors of cryptocurrencies. Industry exposure.
References
Bibliografia: pp. 64-66. Sitografia: p. 67.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 22 Jul 2020 10:03 |
| Last Modified: | 22 Jul 2020 10:03 |
| URI: | https://tesi.luiss.it/id/eprint/26889 |
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