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Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for the Alternative Asset Space.

Aikaterini KoutsouriFrancesco PoliElise AlfieriMichael PetchWalter DistasoWilliam J. Knottenbelt
Published in: MARBLE (2019)
Keyphrases
  • low dimensional
  • database
  • risk management
  • search space
  • risk assessment
  • risk factors
  • neural network
  • search engine
  • higher dimensional
  • hash table
  • portfolio theory