Michael Petch

According to our database, Michael Petch authored at least 3 papers between 2019 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Diversification Benefits of Commodities for Cryptoasset Portfolios.

Aikaterini Koutsouri, Michael Petch, William J. Knottenbelt

Proceedings of the IEEE International Conference on Blockchain and Cryptocurrency, 2021

2020

Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index.

Aikaterini Koutsouri, Michael Petch, William J. Knottenbelt

Proceedings of the 2nd International Conference on Mathematical Research for Blockchain Economy, 2020

2019

Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for the Alternative Asset Space.

Aikaterini Koutsouri, Francesco Poli, Elise Alfieri, Michael Petch, Walter Distaso, William J. Knottenbelt

Proceedings of the 1st International Conference on Mathematical Research for Blockchain Economy, 2019