Cover Image

Automated Liquidity: Market Impact, Cycles, and De-pegging Risk

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Meister, B. K.
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Market Dynamics of Information Avalanches
by: Meister, Bernhard K
Published: (2026)

Application of the Kelly Criterion to Prediction Markets
by: Meister, Bernhard K
Published: (2024)

Caratheodory, Finite Resources and the Geometry of Arbitrage
by: Meister, B. K.
Published: (2026)

Through the Looking Glass: Bitcoin Treasury Companies
by: Meister, B K
Published: (2025)

Caratheodory II: The Geometry of Financial Irreversibility
by: Meister, Bernhard K
Published: (2026)

Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
by: Ramirez-Carrillo, Gonzalo, et al.
Published: (2025)

Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations
by: Meister, Bernhard K, et al.
Published: (2024)

Optimal Hedge Ratio for Delta-Neutral Liquidity Provision under Liquidation Constraints
by: Hane, Atsushi
Published: (2026)

Market-Adaptive Ratio for Portfolio Management
by: Lee, Ju-Hong, et al.
Published: (2023)

Correlation Structures and Regime Shifts in Nordic Stock Markets
by: Girnyk, Maksym A.
Published: (2025)

Topological Risk Parity
by: Nayar, Revant, et al.
Published: (2026)

Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
by: Yi, Wang, et al.
Published: (2026)

Market-Implied Sustainability: Insights from Funds' Portfolio Holdings
by: Giacometti, Rosella, et al.
Published: (2025)

Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets
by: Wu, Di
Published: (2025)

Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients
by: Alexander, Nolan, et al.
Published: (2024)

Optimal vs. Naive Diversification in the Cryptocurrencies Market: The Role of Time-Varying Moments and Transaction Costs
by: Chen, Heming, et al.
Published: (2025)

Asset and Factor Risk Budgeting: A Balanced Approach
by: Cetingoz, Adil Rengim, et al.
Published: (2023)

A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
by: Huang, Gang, et al.
Published: (2024)

Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events
by: Wang, Haibo
Published: (2025)

Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
by: Jaffri, Ali, et al.
Published: (2025)

Sustainable Investment: ESG Impacts on Large Portfolio
by: Wu, Ruike, et al.
Published: (2026)

Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management
by: Huang, Hanyue, et al.
Published: (2025)

Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios
by: Wuebben, Bernd Johannes
Published: (2026)

Continuous Timing Signals for Growth-Defensive Style Allocation: Factor Attribution, Risk Matching, and Out-of-Sample Evidence
by: Xiong, Zheli
Published: (2026)

Optimal Portfolio Construction -- A Reinforcement Learning Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach
by: Kang, Shaofeng, et al.
Published: (2025)

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

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

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

On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
by: Cable, Travis, et al.
Published: (2025)

The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap
by: Bloch, Daniel
Published: (2026)

Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
by: Lucius, Travon, et al.
Published: (2025)

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

Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions
by: Yadav, Rupendra, et al.
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)

On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
by: Alexander, Nolan, et al.
Published: (2026)

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

Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy
by: Chakraborty, Biswarup
Published: (2025)

Predictive Power of LLMs in Financial Markets
by: Shi, Jerick, et al.
Published: (2024)

A Tick-by-Tick Solution for Concentrated Liquidity Provisioning
by: Powers, Corinne
Published: (2024)

Portfolio Preference Elicitation in Institutional Crossing Markets
by: Hwang, Yoontae
Published: (2026)