Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Aikaterini Koutsouri"'
Publikováno v:
Cryptoeconomic Systems.
Regime-switching models are frequently used to explain the tendency of financial markets to change their behavior, often abruptly. Such changes usually translate to structural breaks in the average means and volatilities of financial indicators, and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ec27fa240f0f07ba331a9b4220ab5d0a
https://doi.org/10.21428/58320208.ddba2ded
https://doi.org/10.21428/58320208.ddba2ded
Publikováno v:
IEEE ICBC
2021 International Conference on Blockchain and Cryptocurrency (ICBC 2021)
2021 International Conference on Blockchain and Cryptocurrency (ICBC 2021)
The aim for balance between risk and reward in investment portfolios often requires studying the diversification contribution of its constituents. This objective requires to specify whether investors can extend their exposure in certain asset classes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0f18b2f64ddc40def094e6b36a5c05e
https://doi.org/10.1109/icbc51069.2021.9461107
https://doi.org/10.1109/icbc51069.2021.9461107
Publikováno v:
2nd International Conference on Mathematical Research for Blockchain Economy
Mathematical Research for Blockchain Economy ISBN: 9783030533557
Mathematical Research for Blockchain Economy ISBN: 9783030533557
Stress testing involves the use of simulation to assess the resilience of investment portfolios to changes in market regimes and extreme events. The quality of stress testing is a function of the realism of the market models employed, as well as the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bd77c0cac6fc180b8979c94a22230658
http://hdl.handle.net/10044/1/85628
http://hdl.handle.net/10044/1/85628
Autor:
Walter Distaso, Elise Alfieri, William J. Knottenbelt, Francesco Poli, Michael Petch, Aikaterini Koutsouri
Publikováno v:
1st International Conference on Mathematical Research for Blockchain Economy
Mathematical Research for Blockchain Economy
Mathematical Research for Blockchain Economy, 81, Springer International Publishing; Springer International Publishing, pp.157-173, 2020, Springer Proceedings in Business and Economics, ⟨10.1007/978-3-030-37110-4_15⟩
Mathematical Research for Blockchain Economy ISBN: 9783030371098
MARBLE
MARBLE 2019
MARBLE 2019, May 2019, Santorini, Greece. ⟨10.1007/978-3-030-37110-4_15⟩
Mathematical Research for Blockchain Economy
Mathematical Research for Blockchain Economy, 81, Springer International Publishing; Springer International Publishing, pp.157-173, 2020, Springer Proceedings in Business and Economics, ⟨10.1007/978-3-030-37110-4_15⟩
Mathematical Research for Blockchain Economy ISBN: 9783030371098
MARBLE
MARBLE 2019
MARBLE 2019, May 2019, Santorini, Greece. ⟨10.1007/978-3-030-37110-4_15⟩
International audience; Bitcoin is foremost amongst the emerging asset class known as cryptoassets. Two noteworthy characteristics of the returns of non-stablecoin cryptoassets are their high volatility, which brings with it a high level of risk, and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7dba4d07df9d7b774a69b9ab816bb413
http://hdl.handle.net/10044/1/69962
http://hdl.handle.net/10044/1/69962