Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for the Alternative Asset Space. - Aikaterini Koutsouri; Francesco Poli; Elise Alfieri; Michael Petch; Walter Distaso; William J. Knottenbelt (MARBLE, 2019)

Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index. - Aikaterini Koutsouri; Michael Petch; William J. Knottenbelt (MARBLE, 2020)

Diversification Benefits of Commodities for Cryptoasset Portfolios. - Aikaterini Koutsouri; Michael Petch; William J. Knottenbelt (IEEE ICBC, 2021)