Partial Law Invariance and Risk Measures

By Yi Shen, Zachary Van Oosten, Ruodu Wang

Published 2024-06-18

Everscope rating

1432.9

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Mathematical Analysis. Problem types: Risk Management, Decision Making under Uncertainty.

arXiv:2401.17265 · Paper rankings

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