Details about Simon Trimborn

Access statistics for papers by Simon Trimborn.

Last updated 2023-10-04. Update your information in the RePEc Author Service.

Short-id: ptr350

Working Papers

2020

1. CRIX an Index for cryptocurrencies
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"
   Also in Papers, arXiv.org (2020)
   See also Journal Article CRIX an Index for cryptocurrencies, Journal of Empirical Finance, Elsevier (2018) View citations (99) (2018)
2. Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies
   Papers, arXiv.org View citations (4)
   See also Journal Article Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies, Quantitative Finance, Taylor & Francis Journals (2021) View citations (19) (2021)

2019

3. VCRIX - a volatility index for crypto-currencies
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (3)
   See also Journal Article VCRIX — A volatility index for crypto-currencies, International Review of Financial Analysis, Elsevier (2021) View citations (1) (2021)

2018

4. Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (8)

2017

5. Investing with cryptocurrencies - A liquidity constrained investment approach
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   See also Journal Article Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach*, Journal of Financial Econometrics, Oxford University Press (2020) View citations (16) (2020)

2016

6. CRIX or evaluating blockchain based currencies
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
   Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2015)
7. The cross-section of crypto-currencies as financial assets: An overview
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

Journal Articles

2021

1. Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies
   Quantitative Finance, 2021, 21, (11), 1825-1853 View citations (19)
   See also Working Paper Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies, Papers (2020) View citations (4) (2020)
2. VCRIX — A volatility index for crypto-currencies
   International Review of Financial Analysis, 2021, 78, (C) View citations (1)
   See also Working Paper VCRIX - a volatility index for crypto-currencies, IRTG 1792 Discussion Papers (2019) View citations (3) (2019)

2020

3. Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach*
   Journal of Financial Econometrics, 2020, 18, (2), 280-306 View citations (16)
   See also Working Paper Investing with cryptocurrencies - A liquidity constrained investment approach, SFB 649 Discussion Papers (2017) (2017)
4. Lead Behaviour in Bitcoin Markets
   Risks, 2020, 8, (1), 1-14 View citations (3)

2018

5. CRIX an Index for cryptocurrencies
   Journal of Empirical Finance, 2018, 49, (C), 107-122 View citations (99)
   See also Working Paper CRIX an Index for cryptocurrencies, IRTG 1792 Discussion Papers (2020) (2020)