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A model of the optimal selection of crypto assets

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. Green open access

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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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