• search
    search
  • reviewers
    reviewers
  • feeds
    feeds
  • assignments
    assignments
  • settings
  • logout

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