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[THESIS DEFENSE] Florentina Soiman - "Risk-return relationship. The case of Blockchain technology and the crypto-currency market"

on the December 7, 2022

The defence will take place at 9am on Wednesday, December 7, 2022
IMAG Auditorium, 700 Avenue Centrale, 38400 Saint-Martin-d'Hères
Florentina Soiman will defend his Phd Thesis entitled "Risk-return relationship. The case of Blockchain technology and the crypto-currency market" supervised by Sonia Jimenez-Garces and Jean-Guillaume Dumas, professors at Université Grenoble Alpes, Grenoble INP .

Abstract

This thesis focuses on the risk-return relationship. It aims to discover the determinants of financial returns in the crypto-currency market. Specifically, we begin this thesis by investigating the unique risks faced by blockchain-based assets (e.g., cryptographic attacks, smart contract attacks, and other technological vulnerabilities), which may be the source of inherent market volatility. With the idea of exploring Blockchain-specific risks, this thesis also includes an analysis of the impact of technological events on the financial characteristics of crypto-assets. Furthermore, the thesis exposes the diversity of crypto-assets and their implications for asset valuation.

Defense jury

  • Geoffroy ENJORLAS - Professor, Université Grenoble Alpes (Examiner)
  • William KNOTTENBELT - Professor, Imperial College London (Rapporteur)
  • Pascal LAFOURCADE - Lecturer, Université Clermont Auvergne (Examiner)
  • Iryna VERYZHENKO - Lecturer, CNAM Paris (Rapporteur)

This thesis was funded by the Cybersecurity Institute of Grenoble Alpes (ANR-15-IDEX-02).
 
Published on November 14, 2022

Practical informations

Contact

Florentina SOIMAN
florentina.soiman@univ-grenoble-alpes.fr