Bartolucci, S;
Kirilenko, A;
(2020)
A model of the optimal selection of crypto assets.
Royal Society Open Science
, 7
(8)
, Article 191863. 10.1098/rsos.191863.
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Abstract
We propose a modelling framework for the optimal selection of crypto assets. We assume that crypto assets can be described according to two features: security (technological) and stability (governance). We simulate optimal selection decisions of investors, being driven by (i) their attitudes towards assets’ features, (ii) information about the adoption trends, and (iii) expected future economic benefits of adoption. Under a variety of modelling scenarios—e.g. in terms of composition of the crypto assets landscape and investors’ preferences—we are able to predict the features of the assets that will be most likely adopted, which can be mapped to macro-classes of existing crypto assets (stablecoins, crypto tokens, central bank digital currencies and cryptocurrencies).
| Type: | Article |
|---|---|
| Title: | A model of the optimal selection of crypto assets |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1098/rsos.191863 |
| Publisher version: | https://doi.org/10.1098/rsos.191863 |
| Language: | English |
| Additional information: | © 2020 The Authors. Published by the Royal Society under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/). |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10130801 |
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