Publications
Journals
Koutsouri A, Petch M, Knottenbelt W, 2021, Performance of the CoinShares Gold and Cryptoassets Index under different market regimes, Cryptoeconomic Systems, Vol:1
Conference
Koutsouri A, Petch M, Knottenbelt W, 2021, Diversification benefits of commodities for cryptoasset portfolios, 2021 International Conference on Blockchain and Cryptocurrency (ICBC 2021), IEEE, Pages:1-9
Koutsouri A, Knottenbelt WJ, 2020, Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index, 2nd International Conference on Mathematical Research for Blockchain Economy, Springer Verlag
Koutsouri A, Poli F, Alfieri E, et al., 2020, Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for the Alternative Asset Space, 1st International Conference on Mathematical Research for Blockchain Economy, Springer Verlag, Pages:217-232, ISSN:0302-9743