Alexey Rubtsov

Global Risk Institute

55 University Avenue, Suite 1801

Toronto, ON M5J 2H7

Canada

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SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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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

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Citation 17

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 669 (97,179)

Citation 1

Abstract:

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