Michael Petch

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 3

Top Topics

Risk Management

Artificial Neural Networks

Top Venues

Publications

Aikaterini Koutsouri, Michael Petch, William J. Knottenbelt
Diversification Benefits of Commodities for Cryptoasset Portfolios. IEEE ICBC (2021)
Aikaterini Koutsouri, Michael Petch, William J. Knottenbelt
Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index. MARBLE (2020)
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)