:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Barik, Deb Narayan, Chakrabarty, Siddhartha P.
Format:	Preprint
Published:	2025
Subjects:	Risk Management
Online Access:	https://arxiv.org/abs/2507.16494
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Dynamic loan portfolio management in a three time step model
by: Barik, Deb Narayan, et al.
Published: (2025)

Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
by: G, Vidya Sagar, et al.
Published: (2025)

Dynamic Tracking Error and the Total Portfolio Approach
by: Alankar, Ashwin, et al.
Published: (2026)

Robust Asset-Liability Management
by: de Vries, Tjeerd, et al.
Published: (2023)

On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks
by: Lütkebohmert, Eva, et al.
Published: (2023)

Independent contractors in hospitals: Liability, consent, and patient safety
by: Tariq K. Alhasan
Published: (2025)

Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
by: Kothari, Saumya, et al.
Published: (2024)

Noise-proofing Universal Portfolio Shrinkage
by: Ruelloux, Paul, et al.
Published: (2025)

Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach
by: Saxena, Aditya, et al.
Published: (2024)

Temperature Anomalies and Climate Physical Risk in Portfolio Construction
by: Azzone, Michele, et al.
Published: (2026)

Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
by: Xu, Peng
Published: (2025)

Improving Estimation of Portfolio Risk Using New Statistical Factors
by: Liu, Xialu, et al.
Published: (2024)

Mirror Descent Algorithms for Risk Budgeting Portfolios
by: Iglesias, Martin Arnaiz, et al.
Published: (2024)

Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint
by: Biswas, Suparna, et al.
Published: (2025)

Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
by: Cui, Hengxin, et al.
Published: (2024)

A Three--Dimensional Efficient Surface for Portfolio Optimization
by: Qiu, Yimeng
Published: (2026)

Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
by: Lelong, Jérôme, et al.
Published: (2024)

Using CPI in Loss Given Default Forecasting Models for Commercial Real Estate Portfolio
by: Wu, Ying, et al.
Published: (2024)

The Interplay between Utility and Risk in Portfolio Selection
by: Baggiani, Leonardo, et al.
Published: (2025)

Taming Tail Risk in Financial Markets: Conformal Risk Control for Nonstationary Portfolio VaR
by: Schmitt, Marc
Published: (2026)

Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)

Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
by: Cetingoz, Adil Rengim, et al.
Published: (2025)

Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
by: Sun, Wenying, et al.
Published: (2024)

Research on Financial Multi-Asset Portfolio Risk Prediction Model Based on Convolutional Neural Networks and Image Processing
by: Lei, Fu, et al.
Published: (2024)

Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach
by: Bonollo, Michele, et al.
Published: (2025)

Construction and Hedging of Equity Index Options Portfolios
by: Wysocki, Maciej, et al.
Published: (2024)

A Portfolio-Anchored Frequency-Severity Risk Index for Trip and Driver Assessment Using Telematics Signals
by: Lee, Jongtaek, et al.
Published: (2026)

Extreme-case Range Value-at-Risk under Increasing Failure Rate
by: Su, Yuting, et al.
Published: (2025)

Real-time Risk Metrics for Programmatic Stablecoin Crypto Asset-Liability Management (CALM)
by: Bluhm, Marcel, et al.
Published: (2024)

The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
by: Thormann, Marah-Lisanne, et al.
Published: (2024)

Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets
by: Bhandari, Avishek
Published: (2025)

Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
by: Karzanov, Daniil, et al.
Published: (2025)

Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
by: Jha, Ayush, et al.
Published: (2025)

Risk and Regulatory Compliance in Banking: A Comprehensive Guide
by: Doshi, Kinil
Published: (2023)

Risk Limited Asset Allocation with a Budget Threshold Utility Function and Leptokurtotic Distributions of Returns
by: Giller, Graham L
Published: (2025)

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
by: Li, Chi-Lin, et al.
Published: (2023)

SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model
by: Lin, Luyun, et al.
Published: (2025)

A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
by: Di Nosse, Daniele Maria, et al.
Published: (2024)

Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
by: Wang, Haibo, et al.
Published: (2026)

Resolving a Clearing Member's Default, A Radner Equilibrium Approach
by: Bastide, Dorinel, et al.
Published: (2023)