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Michael Petch

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2020 – today

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2021
[c3]
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  - conf/icbc2/KoutsouriPK21
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Aikaterini Koutsouri, Michael Petch, William J. Knottenbelt:
Diversification Benefits of Commodities for Cryptoasset Portfolios. IEEE ICBC 2021: 1-9
2020
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Aikaterini Koutsouri, Michael Petch, William J. Knottenbelt:
Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index. MARBLE 2020: 43-64

2010 – 2019

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2019
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Aikaterini Koutsouri, Francesco Poli, Elise Alfieri, Michael Petch, Walter Distaso, William J. Knottenbelt:
Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for the Alternative Asset Space. MARBLE 2019: 217-232

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