Risk-Return relationship. The case of Blockchain technology and the crypto-market


Speciality : Mathématiques Appliquées en Sciences Sociales

7/12/2022 - 09:00 Florentina Șoiman (Université Grenoble Alpes ) IMAG Auditorium, 700 Avenue Centrale, 38400 Saint-Martin-d'Hères

Keywords :
  • Blockchain
  • crypto-assets
  • pricing
  • risk-return relationship
  • finance
This thesis focuses on the risk-return relationship. It aims to uncover the determinants of financial returns in the crypto-market. More specifically, we begin this thesis by investigating the unique risks Blockchain-based assets incur (e.g., cryptographic attacks, smart contract attacks, and other technological vulnerabilities), risks that might be the source of the market’s inherent volatility. With the idea of exploring Blockchain-specific risks, this thesis also encloses an analysis of the impact of technological events on crypto-assets’ financial characteristics.  Additionally, it exposes the diversity of crypto-assets and their implications for asset pricing.


Prof. Enjorlas Geoffroy (Université Grenoble Alpes )


  • Prof. Sonia Jimenez-Garces (Université Grenoble Alpes, Grenoble INP )
  • Prof. Jean-Guillaume Dumas (Université Grenoble Alpes, Grenoble INP )


  • Prof. William Knottenbelt (Imperial College London )
  • MC Iryna Veryzhenko (CNAM Paris )


  • MC Pascal Lafourcade (Université Clermont Auvergne )