Alexey Rubtsov

Global Risk Institute

55 University Avenue, Suite 1801

Toronto, ON M5J 2H7

Canada

Learn more about SSRN Profiles

SCHOLARLY PAPERS

2

DOWNLOADS

1,589

TOTAL CITATIONS

17

Feedback

Scholarly Papers (2)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

The Impact of Derivatives on Spot Markets: Evidence From the Introduction of Bitcoin Futures Contracts

LawFin Working Paper No. 41

Number of pages: 53 Posted: 08 Aug 2020 Last Revised: 12 Sep 2023

Patrick Augustin, Alexey Rubtsov and Donghwa Shin

McGill University, Global Risk Institute and University of North Carolina at Chapel Hill, Kenan-Flagler Business School

Downloads 1,033 (47,518)

Citation 16

Abstract:

2.

Systemic Risk Driven Portfolio Selection

Number of pages: 52 Posted: 12 Jun 2019 Last Revised: 23 Aug 2021

Agostino Capponi and Alexey Rubtsov

Columbia University - Department of Industrial Engineering and Operations Research and Global Risk Institute

Downloads 556 (107,880)

Citation 1

Abstract:

Feedback

All content on this site: Copyright © 2024 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .