HOUSE_OVERSIGHT_025681.jpg
1.08 MB
Extraction Summary
3
People
5
Organizations
0
Locations
0
Events
2
Relationships
2
Quotes
Document Information
Type:
Presentation slide / financial analysis
File Size:
1.08 MB
Summary
A Goldman Sachs Investment Management Division presentation slide (page 18) analyzing Bitcoin's risk premium compared to Tactical Hedge Funds. The document argues that Bitcoin's massive historical risk premium is idiosyncratic and unexplainable by standard models, unlike hedge funds where half the risk is explainable. The document bears a House Oversight Bates stamp, indicating it was produced during a congressional investigation, likely regarding financial practices or specific bank scrutiny.
People (3)
| Name | Role | Context |
|---|---|---|
| Peter C.B. Phillips | Author |
Cited in footnote regarding 'Testing for Multiple Bubbles'
|
| Shu-Ping Shi | Author |
Cited in footnote regarding 'Testing for Multiple Bubbles'
|
| Jun Yu | Author |
Cited in footnote regarding 'Testing for Multiple Bubbles'
|
Organizations (5)
| Name | Type | Context |
|---|---|---|
| Goldman Sachs |
Investment Management Division header
|
|
| Investment Strategy Group (ISG) |
Source of the multi-factor model mentioned in text
|
|
| Bloomberg |
Data source listed in footer
|
|
| International Economic Review |
Publisher of the cited paper
|
|
| House Oversight Committee |
Implied by Bates stamp 'HOUSE_OVERSIGHT'
|
Relationships (2)
Listed together in citation (1)
Listed together in citation (1)
Key Quotes (2)
"Bitcoin's 300%+ historical annual risk premium is idiosyncratic and cannot be explained by ISG's multi-factor model."Source
HOUSE_OVERSIGHT_025681.jpg
Quote #1
"An inability to understand sources of risk and return makes one incapable of predicting when performance will reverse."Source
HOUSE_OVERSIGHT_025681.jpg
Quote #2
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