Sentiment-aware mean-variance portfolio optimization for cryptocurrencies
What drives cryptocurrency returns? A sparse statistical jump model approach
Federico P. Cortese, Petter N. Kolm, Erik Lindström · Digital Finance
Cryptocurrency spillovers and correlations: inefficiency and co-movement
Dirk G. Baur, Lai T. Hoang · Digital Finance
The technology of decentralized finance (DeFi)
Raphael Auer, Bernhard Haslhofer, Stefan Kitzler, Pietro Saggese, Friedhelm Victor · Digital Finance
Tokenizing assets with dividend payouts—a legally compliant and flexible design
Efim Zhitomirskiy, Stefan Schmid, Martin Walther · Digital Finance
StockTwits classified sentiment and stock returns
Marc-Aurèle Divernois, Damir Filipović · Digital Finance
On cointegration and cryptocurrency dynamics
Georg Keilbar, Yanfen Zhang · Digital Finance
Time-varying higher moments in Bitcoin
Leonardo Ieracitano Vieira, Márcio Poletti Laurini · Digital Finance
Replicating market makers
Guillermo Angeris, Alex Evans, Tarun Chitra · Digital Finance