Imagen de Portada

Optimal Betting: Beyond the Long-Term Growth

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Hakobyan, Levon, Lototsky, Sergey
Formato:	Preprint
Publicado:	2025
Materias:	Risk Management Probability 91A60
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

On the Expected Maximum Deficit and the Optimal Allocation of Reserves
por: Lefevre, Claude, et al.
Publicado: (2026)

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling
por: Firouzi, Kiarash
Publicado: (2025)

Credit risk for large portfolios of green and brown loans: extending the ASRF model
por: Ramponi, Alessandro, et al.
Publicado: (2025)

Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems
por: Gaigall, Daniel, et al.
Publicado: (2025)

Noise induced Stability of a Mean-Field model of Systemic Risk with uncertain robustness
por: Alecio, Alexander
Publicado: (2025)

Optimal risk mitigation by deep reinsurance
por: Arandjelović, Aleksandar, et al.
Publicado: (2024)

A Markov approach to credit rating migration conditional on economic states
por: Kalkbrener, Michael, et al.
Publicado: (2024)

Dynamic risk measures for fluctuations in market volatility under Bochner-Lebesgue spaces
por: Sun, Fei, et al.
Publicado: (2018)

Geometric BSDEs
por: Laeven, Roger J. A., et al.
Publicado: (2024)

Properties of the entropic risk measure EVaR in relation to selected distributions
por: Mishura, Yuliya, et al.
Publicado: (2024)

Rough Martingale Optimal Transport: Theory, Implementation, and Regulatory Applications for Non-Modelable Risk Factors
por: B., Sri Sairam Gautam, et al.
Publicado: (2026)

Stochastic PDEs for large portfolios with general mean-reverting volatility processes
por: Hambly, Ben, et al.
Publicado: (2019)

Diversification and Stochastic Dominance: When All Eggs Are Better Put in One Basket
por: Vincent, Léonard
Publicado: (2025)

Hilbert Space-Valued LQ Mean Field Games: An Infinite-Dimensional Analysis
por: Liu, Hanchao, et al.
Publicado: (2024)

Some properties of Euler capital allocation
por: Holden, Lars
Publicado: (2024)

On Geometrically Convex Risk Measures
por: Aygün, Mücahit, et al.
Publicado: (2024)

Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities
por: Osatakul, Dhiti, et al.
Publicado: (2024)

Dynamic reinsurance via martingale transport
por: Acciaio, Beatrice, et al.
Publicado: (2026)

Measuring Financial Resilience Using Backward Stochastic Differential Equations
por: Laeven, Roger J. A., et al.
Publicado: (2025)

Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity
por: Alaya, Mohamed Ben, et al.
Publicado: (2024)

Mesoscopic Structure of the Stock Market and Portfolio Optimization
por: Zema, Sebastiano Michele, et al.
Publicado: (2021)

A stochastic Gordon-Loeb model for optimal cybersecurity investment under clustered attacks
por: Callegaro, Giorgia, et al.
Publicado: (2025)

Myopic Optimality: why reinforcement learning portfolio management strategies lose money
por: Ma, Yuming
Publicado: (2025)

Higher-Order Ambiguity Attitudes
por: Aygün, Mücahit, et al.
Publicado: (2025)

A Rank-Dependent Theory for Decision under Risk and Ambiguity
por: Laeven, Roger J. A., et al.
Publicado: (2023)

Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk
por: Deng, Fengnan, et al.
Publicado: (2025)

Asymptotics of Ruin Probabilities in a Subordinated Cramér-Lundberg Model
por: Klinge, Jonathan, et al.
Publicado: (2026)

Calibration of the rating transition model for high and low default portfolios
por: He, Jian, et al.
Publicado: (2024)

Three-level qualitative classification of financial risks under varying conditions through first passage times
por: Bouthelier-Madre, Carlos, et al.
Publicado: (2025)

Claims processing and costs under capacity constraints
por: Lindskog, Filip, et al.
Publicado: (2024)

Measuring risk contagion in financial networks with CoVaR
por: Das, Bikramjit, et al.
Publicado: (2023)

Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective
por: Bichuch, Maxim, et al.
Publicado: (2022)

Spurious Default Probability Projections in Credit Risk Stress Testing Models
por: Engelmann, Bernd
Publicado: (2024)

A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation
por: Crépey, Stéphane, et al.
Publicado: (2023)

Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
por: Crépey, Stéphane, et al.
Publicado: (2024)

Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings
por: Sarantsev, Andrey, et al.
Publicado: (2025)

A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
por: Nendel, Max, et al.
Publicado: (2022)

Long-Term Average Impulse Control with Mean Field Interactions
por: Helmes, K. L., et al.
Publicado: (2025)

Risk-aware Trading Portfolio Optimization
por: Bianchetti, Marco, et al.
Publicado: (2025)

Deep Hedging to Manage Tail Risk
por: Ma, Yuming
Publicado: (2025)