5 papers in the archive (2024–2025), average empirical rigor 4.5/10, average math complexity 5.8/10. Quadrant mix: Holy Grail ×1, Lab Rats ×2, Philosophers ×1, Street Traders ×1.
Works mostly in Crypto Markets & DeFi, Fixed Income & Interest Rates, Risk Management & Tail Risk.
Frequent co-authors: Silvia Bartolucci (5), Fabio Caccioli (5), Pierpaolo Vivo (4), Preben Forer (2), Barak Budnick (1), Carlo von der Osten (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
Debt recycling is a leveraged equity management strategy in which homeowners use accumulated home equity to finance investments, applying the resulting returns to accelerate mortgage repayment. We propose a novel framework to model equity and mortgage dynamics in presence of mortgage interest rates,
This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a dataset of 39 publicly listed firms holding BTC, from their first acquisition through April 2025. Using daily logarithmi
We analyze the stability of financial investment networks, where financial institutions hold overlapping portfolios of assets. We consider the effect of portfolio diversification and heterogeneous investments using a random matrix dynamical model driven by portfolio rebalancing. While heterogeneity
Debt recycling is an aggressive equity extraction strategy that potentially permits faster repayment of a mortgage. While equity progressively builds up as the mortgage is repaid monthly, mortgage holders may obtain another loan they could use to invest on a risky asset. The wealth produced by a suc
This work explores the formation and propagation of systemic risks across traditional finance (TradFi) and decentralized finance (DeFi), offering a comparative framework that bridges these two increasingly interconnected ecosystems. We propose a conceptual model for systemic risk formation in TradFi