17 citations · 29 across the 10 of their papers we have counts for
4 papers · 1 filter
Tracing Stablecoin Contagion during the USDC Depeg after the Silicon Valley Bank Collapse
Krongtum Sankaewtong, Stefan Kitzler, Bernhard Haslhofer +1
The March 2023 collapse of Silicon Valley Bank (SVB) disrupted the core premise of stablecoins, which are digital tokens designed to maintain a fixed value against the U.S. dollar…
DeFi Yield Aggregators: Analysing Investment Strategies and Structural Dependencies
Stefan Kitzler, Kasra Zarinehbaf Asadi, Svetlana Kremer +1
Yield aggregators are financial services in Decentralised Finance (DeFi) providing automated investment management and return optimisation for users. In this study, we investigate…
Modern Portfolio Theory in the Crypto-Wilderness
Ivan Vynyavskyy, Stefan Kitzler, Bernhard Haslhofer +1
Modern Portfolio Theory (MPT) prescribes how to maximise the return of an asset portfolio for a given level of risk. The optimal trade-off between return and variance defines the e…
The Economic Impact of DeFi Crime Events on Decentralized Autonomous Organizations (DAOs)
Stefan Kitzler, Masarah Paquet-Clouston, Bernhard Haslhofer
The Decentralized Finance (DeFi) ecosystem has experienced over $10 billion in direct losses due to crime events. Beyond these immediate losses, such events often trigger broader…