SSRNCrypto & DeFi
Liquidity Premium in Crypto Assets
New ways of measuring liquidity premium Beta for crypto assets enhance predictability at high liquidity, outperforming traditional mean variance in portfolio performance.
Featured in No. 8 on 19 Jul 2023 · 21 days after release
- Released
- 28 Jun 2023
- First featured
- No. 8 · 19 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 12
- Identifier
- SSRN 4514422
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).