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Regular version of the site

Book chapter

Optimal Portfolio Sold-Out via Blockchain Tokenization

P. 129-136.
Davydov V., Yanovich Y.

Financial institutions own balanced portfolios with many assets and hence a small risk. But they are not able to split them into smaller parts with comparable risk for resale due to regulators' restrictions caused by a lack of auditability. Blockchain and smart contracts allow overcoming this problem via tokenizing assets into a commodity. The paper seeks to answer the question: how to assemble as many as possible standardized packages from a given portfolio. The optimal algorithms for two special cases-discrete and continuous homogeneous-are provided.

In book

Edited by: C. Chang, Q. Jin, M. Ma et al. ACM, 2020.