13 citations · 17 across the 26 of their papers we have counts for
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q-fin.GN2022★ 13 cited
The Evolution of Blockchain: from Lit to Dark
Agostino Capponi, Ruizhe Jia, Ye Wang
Transactions submitted through the blockchain peer-to-peer (P2P) network may leak out exploitable information. We study the economic incentives behind the adoption of blockchain da…
q-fin.PM2022★ 2 cited
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors
Lijun Bo, Agostino Capponi, Chao Zhou
We study the forward investment performance process (FIPP) in an incomplete semimartingale market model with closed and convex portfolio constraints, when the investor's risk prefe…