Rank-Dependent Predictable Forward Performance Processes

By Bahman Angoshtari, Shida Duan

Published 2024-03-26

Everscope rating

1464

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Rank-Dependent Predictable Forward Performance Processes. Problem types: Portfolio Optimization, Risk Management.

arXiv:2403.16228 · Paper rankings

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