Factor risk measures

By Hirbod Assa, Peng Liu

Published 2024-04-15

Everscope rating

1469.3

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Axiomatic approach. Problem types: Risk Management.

arXiv:2404.08475 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.