The PEAL Method: a mathematical framework to streamline securitization structuring

By Andrea Pinto, Antonio Scala

Published 2024-04-09

Everscope rating

1169.6

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

4 / 5

About this paper

Methodology: PEAL Method. Problem types: Risk Management, Portfolio Optimization.

arXiv:2404.05372 · Paper rankings

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