Simon Trimborn

City University of Hong Kong (CityU) - Department of Management Sciences

Tat Chee Avenue

Kowloon Tong

Kowloon

Hong Kong

City University of Hong Kong (CityU) - School of Data Science

Kowloon

Hong Kong

SCHOLARLY PAPERS

9

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Top 16,755

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3,856

SSRN CITATIONS
Rank 19,411

SSRN RANKINGS

Top 19,411

in Total Papers Citations

41

CROSSREF CITATIONS

13

Scholarly Papers (9)

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
City University of Hong Kong (CityU) - Department of Management Sciences, Sun Yat-sen University (SYSU) - International School of Business and Finance (ISBE) and Blockchain Research Center
Downloads 1,072 (26,203)
Citation 14

Abstract:

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

2.

Investing with Cryptocurrencies – evaluating their potential for portfolio allocation strategies

Quantitative Finance (2021): 1-29.
Number of pages: 64 Posted: 07 Nov 2018 Last Revised: 28 Sep 2021
HTW BerlinHumboldt University of Berlin - Institute for Statistics and Econometrics, City University of Hong Kong (CityU) - Department of Management Sciences, Blockchain Research Center and Austrian Blockchain Center (ABC Research)
Downloads 926 (32,288)
Citation 8

Abstract:

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

3.

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
City University of Hong Kong (CityU) - Department of Management Sciences and Blockchain Research Center
Downloads 685 (48,667)
Citation 26

Abstract:

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

4.

VCRIX - A Volatility Index for Crypto-Currencies

Number of pages: 39 Posted: 13 Nov 2019 Last Revised: 27 Aug 2021
Alisa Kim, Simon Trimborn and Wolfgang K. Härdle
Humboldt University of Berlin, City University of Hong Kong (CityU) - Department of Management Sciences and Blockchain Research Center
Downloads 374 (102,454)
Citation 10

Abstract:

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index construction, volatility, crypto-currency, VCRIX

5.

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

Number of pages: 38 Posted: 26 Sep 2018 Last Revised: 16 Feb 2021
Simon Trimborn, Ying Chen and Jiejie Zhang
City University of Hong Kong (CityU) - Department of Management Sciences, National University of Singapore and National University of Singapore (NUS) - Department of Statistics and Applied Probability
Downloads 240 (163,029)
Citation 4

Abstract:

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Bitcoin Blockchain, Network Dynamics, Two-Layer Sparsity

6.

CRIX or Evaluating Blockchain Based Currencies

Oberwolfach Report No. 42/2015 „The Mathematics and Statistics of Quantitative Risk“ DOI: 10.4171/OWR/2015/42
Number of pages: 9 Posted: 05 Jan 2017 Last Revised: 18 Apr 2021
Simon Trimborn and Wolfgang K. Härdle
City University of Hong Kong (CityU) - Department of Management Sciences and Blockchain Research Center
Downloads 175 (217,891)
Citation 5

Abstract:

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Index construction, CRIX, risk analysis, bitcoin, cryptocurrency

7.

gofCopula: Goodness-of-Fit Tests for Copulae

Number of pages: 43 Posted: 20 Apr 2020 Last Revised: 28 Apr 2021
Ostap Okhrin, Simon Trimborn and Martin Waltz
Humboldt University of Berlin - School of Business and Economics, City University of Hong Kong (CityU) - Department of Management Sciences and affiliation not provided to SSRN
Downloads 146 (253,473)

Abstract:

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Goodness-of-Fit tests, copula, R-package

8.

Informative Effects of Expert Sentiment on the Return Predictability of Cryptocurrency

Number of pages: 81 Posted: 28 Apr 2021 Last Revised: 04 Aug 2021
Simon Trimborn and Yang Li
City University of Hong Kong (CityU) - Department of Management Sciences and affiliation not provided to SSRN
Downloads 128 (280,661)

Abstract:

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Cryptocurrency experts, sentiment analysis, topic modeling, sentiment based price discovery

9.

TriSNAR: A Three-Layer Sparse Estimator for Large-Scale Network AutoRegressive Models

Number of pages: 57 Posted: 06 May 2020
Simon Trimborn, Ying Chen and Ray-Bing Chen
City University of Hong Kong (CityU) - Department of Management Sciences, National University of Singapore and National Cheng Kung University
Downloads 110 (313,007)
Citation 1

Abstract:

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High-Dimensions, Dimension Reduction, Structure Detection, Network Analysis, Bitcoin Exchanges