Perpetual Demand Lending Pools
Fuente:
arXiv
Guardado en:
| Autores principales: | Chitra, Tarun, Diamandis, Theo, Sheng, Nathan, Sterle, Luke, Yusubov, Kamil |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
A Curationary Tale: Logarithmic Regret in DeFi Lending via Dynamic Pricing
por: Chitra, Tarun
Publicado: (2025)
por: Chitra, Tarun
Publicado: (2025)
How much should you pay for restaking security?
por: Chitra, Tarun, et al.
Publicado: (2024)
por: Chitra, Tarun, et al.
Publicado: (2024)
Autodeleveraging: Impossibilities and Optimization
por: Chitra, Tarun
Publicado: (2025)
por: Chitra, Tarun
Publicado: (2025)
On a multivariate extension for Copula-based Conditional Value at Risk
por: Barreto, Andres Mauricio Molina
Publicado: (2025)
por: Barreto, Andres Mauricio Molina
Publicado: (2025)
Noise-proofing Universal Portfolio Shrinkage
por: Ruelloux, Paul, et al.
Publicado: (2025)
por: Ruelloux, Paul, et al.
Publicado: (2025)
On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
por: Cable, Travis, et al.
Publicado: (2025)
por: Cable, Travis, et al.
Publicado: (2025)
Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
por: Lucius, Travon, et al.
Publicado: (2025)
por: Lucius, Travon, et al.
Publicado: (2025)
Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
por: Xu, Peng
Publicado: (2025)
por: Xu, Peng
Publicado: (2025)
Risk Limited Asset Allocation with a Budget Threshold Utility Function and Leptokurtotic Distributions of Returns
por: Giller, Graham L
Publicado: (2025)
por: Giller, Graham L
Publicado: (2025)
Class of topological portfolios: Are they better than classical portfolios?
por: Goel, Anubha, et al.
Publicado: (2026)
por: Goel, Anubha, et al.
Publicado: (2026)
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
por: Colaneri, Katia, et al.
Publicado: (2024)
por: Colaneri, Katia, et al.
Publicado: (2024)
A semi-parametric dynamic conditional correlation framework for risk forecasting
por: Storti, Giuseppe, et al.
Publicado: (2022)
por: Storti, Giuseppe, et al.
Publicado: (2022)
Temperature Anomalies and Climate Physical Risk in Portfolio Construction
por: Azzone, Michele, et al.
Publicado: (2026)
por: Azzone, Michele, et al.
Publicado: (2026)
Worst-case values of target semi-variances with applications to robust portfolio selection
por: Cai, Jun, et al.
Publicado: (2024)
por: Cai, Jun, et al.
Publicado: (2024)
The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap
por: Bloch, Daniel
Publicado: (2026)
por: Bloch, Daniel
Publicado: (2026)
Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
por: Kothari, Saumya, et al.
Publicado: (2024)
por: Kothari, Saumya, et al.
Publicado: (2024)
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
por: Lelong, Jérôme, et al.
Publicado: (2024)
por: Lelong, Jérôme, et al.
Publicado: (2024)
A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
por: Di Nosse, Daniele Maria, et al.
Publicado: (2024)
por: Di Nosse, Daniele Maria, et al.
Publicado: (2024)
Dynamic Tracking Error and the Total Portfolio Approach
por: Alankar, Ashwin, et al.
Publicado: (2026)
por: Alankar, Ashwin, et al.
Publicado: (2026)
Autodeleveraging as Online Learning
por: Chitra, Tarun, et al.
Publicado: (2026)
por: Chitra, Tarun, et al.
Publicado: (2026)
Optimal Data Splitting for Holdout Cross-Validation in Large Covariance Matrix Estimation
por: Lamrani, Lamia, et al.
Publicado: (2025)
por: Lamrani, Lamia, et al.
Publicado: (2025)
Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation
por: de Brito, João B. G., et al.
Publicado: (2025)
por: de Brito, João B. G., et al.
Publicado: (2025)
Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
por: Dhandapani, Vikranth Lokeshwar, et al.
Publicado: (2024)
por: Dhandapani, Vikranth Lokeshwar, et al.
Publicado: (2024)
On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
por: Alexander, Nolan, et al.
Publicado: (2026)
por: Alexander, Nolan, et al.
Publicado: (2026)
Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
por: Alexander, Nolan, et al.
Publicado: (2026)
por: Alexander, Nolan, et al.
Publicado: (2026)
Mirror Descent Algorithms for Risk Budgeting Portfolios
por: Iglesias, Martin Arnaiz, et al.
Publicado: (2024)
por: Iglesias, Martin Arnaiz, et al.
Publicado: (2024)
An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
por: Giller, Graham L.
Publicado: (2024)
por: Giller, Graham L.
Publicado: (2024)
Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
por: Schneider, Matthew J., et al.
Publicado: (2024)
por: Schneider, Matthew J., et al.
Publicado: (2024)
Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
por: G, Vidya Sagar, et al.
Publicado: (2025)
por: G, Vidya Sagar, et al.
Publicado: (2025)
Dynamic Factor Models with Forward-Looking Views
por: Abdelhakmi, Anas, et al.
Publicado: (2025)
por: Abdelhakmi, Anas, et al.
Publicado: (2025)
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
por: Karzanov, Daniil, et al.
Publicado: (2025)
por: Karzanov, Daniil, et al.
Publicado: (2025)
The Interplay between Utility and Risk in Portfolio Selection
por: Baggiani, Leonardo, et al.
Publicado: (2025)
por: Baggiani, Leonardo, et al.
Publicado: (2025)
Theoretical Frameworks for Integrating Sustainability Factors into Institutional Investment Decision-Making
por: Alhamis, Innocentus
Publicado: (2025)
por: Alhamis, Innocentus
Publicado: (2025)
Utility Maximisation with Model-independent Constraints
por: Cox, Alexander M. G., et al.
Publicado: (2025)
por: Cox, Alexander M. G., et al.
Publicado: (2025)
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
por: Cetingoz, Adil Rengim, et al.
Publicado: (2025)
por: Cetingoz, Adil Rengim, et al.
Publicado: (2025)
Robust Asset-Liability Management
por: de Vries, Tjeerd, et al.
Publicado: (2023)
por: de Vries, Tjeerd, et al.
Publicado: (2023)
Maximum drawdown, recovery, and momentum
por: Choi, Jaehyung
Publicado: (2014)
por: Choi, Jaehyung
Publicado: (2014)
The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
por: Thormann, Marah-Lisanne, et al.
Publicado: (2024)
por: Thormann, Marah-Lisanne, et al.
Publicado: (2024)
Risk valuation of quanto derivatives on temperature and electricity
por: Alfonsi, Aurélien, et al.
Publicado: (2023)
por: Alfonsi, Aurélien, et al.
Publicado: (2023)
Optimal mutual insurance against systematic longevity risk
por: Armstrong, John, et al.
Publicado: (2024)
por: Armstrong, John, et al.
Publicado: (2024)
Ejemplares similares
-
A Curationary Tale: Logarithmic Regret in DeFi Lending via Dynamic Pricing
por: Chitra, Tarun
Publicado: (2025) -
How much should you pay for restaking security?
por: Chitra, Tarun, et al.
Publicado: (2024) -
Autodeleveraging: Impossibilities and Optimization
por: Chitra, Tarun
Publicado: (2025) -
On a multivariate extension for Copula-based Conditional Value at Risk
por: Barreto, Andres Mauricio Molina
Publicado: (2025) -
Noise-proofing Universal Portfolio Shrinkage
por: Ruelloux, Paul, et al.
Publicado: (2025)