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. In Panos M. Pardalos, Ilias S. Kotsireas, Yike Guo, William J. Knottenbelt, editors, Mathematical Research for Blockchain Economy, 1st International Conference, MARBLE 2019, Santorini, Greece, May 6-9, 2019. pages 217-232, Springer, 2019. [doi]
Abstract is missing.