Aikaterini Koutsouri, Michael Petch, William J. Knottenbelt. Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index. In Panos M. Pardalos, Ilias S. Kotsireas, Yike Guo, William J. Knottenbelt, editors, 2nd International Conference on Mathematical Research for Blockchain Economy, MARBLE 2020, online, August 24, 2020. Springer Proceedings in Business and Economics, pages 43-64, Springer, 2020. [doi]
Abstract is missing.