---
title: Liquidity Premium in Crypto Assets
url: https://www.ml-quant.com/papers/ssrn/4514422/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4514422
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4514422
featured: 2023-07-19
citations: unknown
topic: Crypto & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4514422
- Identifier: SSRN 4514422
- Released: 2023-06-28
- First featured: Quant Letter No. 8 (2023-07-19): https://www.ml-quant.com/issues/2023-07-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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