Simon Trimborn

National University of Singapore (NUS) - Department of Mathematics

Department of Mathematics

Singapore, 117543

Singapore

SCHOLARLY PAPERS

6

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2,014

SSRN CITATIONS
Rank 31,533

SSRN RANKINGS

Top 31,533

in Total Papers Citations

13

CROSSREF CITATIONS

8

Scholarly Papers (6)

1.

Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach

Published version: Trimborn, S., Li, M. and W. K. Härdle (2019) "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach" Journal of Financial Econometrics, doi.org/10.1093/jjfinec/nbz016
Number of pages: 37 Posted: 19 Jul 2017 Last Revised: 12 Jul 2019
Simon Trimborn, Mingyang Li and Wolfgang K. Härdle
National University of Singapore (NUS) - Department of Mathematics, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 866 (27,844)
Citation 7

Abstract:

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Crypto-Currency, CRIX, Portfolio Investment, Asset Classes, Blockchain

2.

CRIX an Index for Blockchain Based Currencies

Permanent Discussion paper. Revised and Published version: Trimborn, S. and W.K. Härdle (2018) "CRIX an Index for Cryptocurrencies" Journal of Empirical Finance, Volume 49, 2018, Pages 107-122, ISSN 0927-5398, Doi.org/10.1016/j.jempfin.2018.08.004.
Number of pages: 27 Posted: 27 Jun 2016 Last Revised: 10 Jul 2019
Simon Trimborn and Wolfgang K. Härdle
National University of Singapore (NUS) - Department of Mathematics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 534 (53,241)
Citation 16

Abstract:

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Index construction, model selection, AIC, bitcoin, cryptocurrency, CRIX

3.

Investing With Cryptocurrencies – Evaluating the Potential of Portfolio Allocation Strategies

Number of pages: 41 Posted: 07 Nov 2018 Last Revised: 16 Nov 2018
Humboldt University of Berlin - Institute for Statistics and Econometrics, National University of Singapore (NUS) - Department of Mathematics, Humboldt University of Berlin - Institute for Statistics and Econometrics and Humboldt University of Berlin - School of Business and Economics
Downloads 229 (139,001)
Citation 5

Abstract:

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Cryptocurrency, CRIX, Investments, Portfolio Management, Asset Classes, Blockchain, Bitcoin, Altcoins, DLT

4.

CRIX or Evaluating Blockchain Based Currencies

SFB 649 Discussion Paper 2015-048
Number of pages: 9 Posted: 05 Jan 2017
Simon Trimborn and Wolfgang K. Härdle
National University of Singapore (NUS) - Department of Mathematics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 151 (202,216)
Citation 3

Abstract:

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Index construction, CRIX, risk analysis, bitcoin, cryptocurrency

5.

Discover Regional and Size Effects in Global Bitcoin Blockchain via Sparse-Group Network AutoRegressive Modeling

Number of pages: 36 Posted: 26 Sep 2018 Last Revised: 26 Aug 2019
Ying Chen, Simon Trimborn and Jiejie Zhang
National University of Singapore, National University of Singapore (NUS) - Department of Mathematics and National University of Singapore (NUS) - Department of Statistics and Applied Probability
Downloads 149 (204,465)
Citation 2

Abstract:

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Bitcoin Blockchain, Network Dynamics, Two-Layer Sparsity

6.

VCRIX - A Volatility Index for Crypto-Currencies

Number of pages: 29 Posted: 13 Nov 2019
Alisa Kim, Simon Trimborn and Wolfgang K. Härdle
Humboldt University of Berlin, National University of Singapore (NUS) - Department of Mathematics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 85 (305,675)

Abstract:

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index construction, volatility, crypto-currency, VCRIX