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Vincent K. Assamoi

Paris Dauphine University

Place du Maréchal de Tassigny

Paris, 75775

France

SCHOLARLY PAPERS

2

DOWNLOADS

798

TOTAL CITATIONS

4

Scholarly Papers (2)

1.

Are Cryptocurrencies Priced in the Cross-section? A Portfolio Approach

Université Paris-Dauphine Research Paper No. 3571998, Finance Research Letters, volume 71, 2025[10.1016/j.frl.2024.106437]
Number of pages: 30 Posted: 05 May 2020 Last Revised: 29 Sep 2025
Vincent K. Assamoi, Adelphe Ekponon and Zihan Guo
Paris Dauphine University, University of Ottawa - Telfer School of Management and University of Oxford - Mathematical Institute
Downloads 496 (142,318)
Citation 2

Abstract:

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Asset pricing, cryptocurrency, portfolio sorting, macroeconomic uncertainty

2.

Are Cryptocurrencies Exposed to Traditional Factor Risk?

Number of pages: 39 Posted: 03 Nov 2023 Last Revised: 14 Jan 2026
Guilda Akbari, Vincent K. Assamoi, Adelphe Ekponon and Zihan Guo
University of Ottawa - Telfer School of Management, Paris Dauphine University, University of Ottawa - Telfer School of Management and University of Oxford - Mathematical Institute
Downloads 302 (252,268)
Citation 2

Abstract:

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JEL Codes: C8, G10, G12 Asset pricing, factor risk, cryptocurrency, time-series tests, cross-sectional analysis