2 papers
q-fin.RM2024
The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement
Ravi Kashyap
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…
q-fin.PM2024
To Trade Or Not To Trade: Cascading Waterfall Round Robin Rebalancing Mechanism for Cryptocurrencies
Ravi Kashyap
We have designed an innovative portfolio rebalancing mechanism termed the Cascading Waterfall Round Robin Mechanism. This algorithmic approach recommends an ideal size and number o…