A Mathematical Study of the Excess Growth Rate

By Steven Campbell, Ting-Kam Leonard Wong

Published 2026-06-10

Everscope rating

1808.3

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Axiomatic Characterization and Variational Analysis. Problem types: Portfolio Optimization, Optimization, Density Estimation, Risk Management.

arXiv:2510.25740 · Code · Paper rankings

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