This paper bundles standard stress testing, hedging, contagion, and Monte Carlo tools into a crypto portfolio risk framework and applies them to 2020-2024 BTC, ETH, and USDT data.
Review of blockchain technology vulnerabilit ies and blockchain-system attacks
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Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling
This paper bundles standard stress testing, hedging, contagion, and Monte Carlo tools into a crypto portfolio risk framework and applies them to 2020-2024 BTC, ETH, and USDT data.