Alexey Rubtsov

Global Risk Institute

55 University Avenue, Suite 1801

Toronto, ON M5J 2H7

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

404

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Systemic Risk Driven Portfolio Selection

Number of pages: 51 Posted: 12 Jun 2019 Last Revised: 06 Nov 2020
Agostino Capponi and Alexey Rubtsov
Columbia University and Global Risk Institute
Downloads 214 (169,654)
Citation 1

Abstract:

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Systemic risk, Portfolio selection, Risk management, VaR, CoVaR, Risk-adjusted returns

2.

The Impact of Derivatives on Cash Markets: Evidence From the Introduction of Bitcoin Futures Contracts

Number of pages: 68 Posted: 08 Aug 2020 Last Revised: 06 Mar 2021
Patrick Augustin, Alexey Rubtsov and Donghwa Shin
McGill University, Global Risk Institute and University of North Carolina at Chapel Hill, Kenan-Flagler Business School
Downloads 190 (189,372)
Citation 3

Abstract:

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bitcoin, blockchain, cryptocurrencies, derivatives, fintech, regulation