Ilia Drozdov

Independent

SCHOLARLY PAPERS

2

DOWNLOADS

433

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Risk Parity with Fractal Model of Risk

Number of pages: 7 Posted: 31 May 2017 Last Revised: 04 Jun 2017
Sergey Kamenshchikov and Ilia Drozdov
Moscow State University and Independent
Downloads 269 (172,354)

Abstract:

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portfolio optimization, risk analysis, fractal analysis

2.

Are Cryptocurrency Markets Running Behind the Fed? A Significant Shift in Crypto Markets Microstructure

Number of pages: 22 Posted: 02 Nov 2021
GrinisRIT, Saint Petersburg State University, Independent and Finery Markets
Downloads 164 (272,374)

Abstract:

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Cryptocurrency Markets, High Frequency Trading