:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Biswas, Suparna, Sen, Rituparna
Format:	Preprint
Published:	2025
Subjects:	Risk Management
Online Access:	https://arxiv.org/abs/2512.21092
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
by: Biswas, Suparna, et al.
Published: (2024)

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

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

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

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

Improving Estimation of Portfolio Risk Using New Statistical Factors
by: Liu, Xialu, 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)

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

Downside Risk-Aware Equilibria for Strategic Decision-Making
by: Slumbers, Oliver, et al.
Published: (2025)

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

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

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)

Project Risk Management from the bottom-up: Activity Risk Index
by: Acebes, Fernando, et al.
Published: (2024)

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

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

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

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

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

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

Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
by: Liu, Yang, et al.
Published: (2026)

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

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

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

Model Aggregation for Risk Evaluation and Robust Optimization
by: Mao, Tiantian, et al.
Published: (2022)

Can Limited Liability Increase Stability for Banks: A Dynamic Portfolio Approach
by: Barik, Deb Narayan, et al.
Published: (2025)

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

Risk-aware Trading Portfolio Optimization
by: Bianchetti, Marco, et al.
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)

Bertrand oligopoly in insurance markets with Value at Risk Constraints
by: Ágoston, Kolos Csaba, et al.
Published: (2024)

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

Monopoly Pricing of Weather Index Insurance
by: Boonen, Tim J., et al.
Published: (2025)

FSL-BDP: Federated Survival Learning with Bayesian Differential Privacy for Credit Risk Modeling
by: Amed, Sultan, et al.
Published: (2026)

LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline
by: Soleimani, Masoud
Published: (2025)

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

The Epistemic Risk of Risk: A Modal Framework for Quantitative Risk Management
by: Assa, Hirbod
Published: (2026)

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

End-to-End Portfolio Optimization with Quantum Annealing
by: Morapakula, Sai Nandan, et al.
Published: (2025)

Can Flash Flood Risk Index Be an Early Warning Signal of Flash Floods in Ungauged Basin?
by: Kaihua Guo, et al.
Published: (2026)

A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment
by: Gabric, Lydia J., et al.
Published: (2025)

Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
by: Mao, Tiantian, et al.
Published: (2024)