2 citations · 2 across the 4 of their papers we have counts for
4 papers
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…
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…
The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments
Ravi Kashyap
We engineer blockchain based risk managed portfolios by creating three funds with distinct risk and return profiles: 1) Alpha - high risk portfolio; 2) Beta - mimics the wider mark…
Arguably Adequate Aqueduct Algorithm: Crossing A Bridge-Less Block-Chain Chasm
Ravi Kashyap
We consider the problem of being a cross-chain wealth management platform with deposits, redemptions and investment assets across multiple networks. We discuss the need for blockch…