Zobrazeno 1 - 10
of 222
pro vyhledávání: '"Kashyap, Ravi"'
Autor:
Kashyap, Ravi
We have developed a novel risk management measure called the concentration risk indicator (CRI). The CRI has been created to address drawbacks with prevailing methodologies and to supplement existing methods. Modified and adapted from the Herfindahl-
Externí odkaz:
http://arxiv.org/abs/2408.07271
Autor:
Kashyap, Ravi
We engineer blockchain based risk managed portfolios by creating three funds with distinct risk and return profiles: 1) Alpha - high risk portfolio; 2) Beta - mimics the wider market; and 3) Gamma - represents the risk free rate adjusted to beat infl
Externí odkaz:
http://arxiv.org/abs/2407.09536
To Trade Or Not To Trade: Cascading Waterfall Round Robin Rebalancing Mechanism for Cryptocurrencies
Autor:
Kashyap, Ravi
We have designed an innovative portfolio rebalancing mechanism termed the Cascading Waterfall Round Robin Mechanism. This algorithmic approach recommends an ideal size and number of trades for each asset during the periodic rebalancing process, facto
Externí odkaz:
http://arxiv.org/abs/2407.12150
Autor:
Kashyap, Ravi
Publikováno v:
Research in International Business and Finance, Volume 71, August 2024, 102487
We develop several innovations to bring the best practices of traditional investment funds to the blockchain landscape. Specifically, we illustrate how: 1) fund prices can be updated regularly like mutual funds; 2) performance fees can be charged lik
Externí odkaz:
http://arxiv.org/abs/2405.02302
Autor:
Kashyap, Ravi
The primary innovation we pioneer -- focused on blockchain information security -- is called the Safe-House. The Safe-House is badly needed since there are many ongoing hacks and security concerns in the DeFi space right now. The Safe-House is a piec
Externí odkaz:
http://arxiv.org/abs/2312.00033
Autor:
Kashyap, Ravi
Publikováno v:
Finance Research Letters, September 2023, 104421
We consider the problem of being a cross-chain wealth management platform with deposits, redemptions and investment assets across multiple networks. We discuss the need for blockchain bridges to facilitates fund flows across platforms. We point out s
Externí odkaz:
http://arxiv.org/abs/2311.10717
Autor:
Kashyap, Ravi
We discuss numerous justifications for why crypto-currencies would be highly conducive for the smooth functioning of today's society. We provide several comparisons between cryptocurrencies issued by blockchain projects, crypto, and conventional gove
Externí odkaz:
http://arxiv.org/abs/2302.06348
Autor:
Kashyap, Ravi
We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable alternative to, or even used alongside, the instrumental variable method. We
Externí odkaz:
http://arxiv.org/abs/2203.14255