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"Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for ..."

Aikaterini Koutsouri et al. (2019)

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DOI: 10.1007/978-3-030-37110-4_15

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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  - conf/marble/KoutsouriPAPDK19
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Aikaterini Koutsouri, Francesco Poli, Elise Alfieri, Michael Petch, Walter Distaso, William J. Knottenbelt:
Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for the Alternative Asset Space. MARBLE 2019: 217-232

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