Lévy-stable scaling of risk and performance functionals

By Dmitrii Vlasiuk

Published 2025-11-11

Everscope rating

1872.5

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Lévy-stable finite-horizon scaling model with closed-form risk functionals. Problem types: Risk Management, Portfolio Optimization, Density Estimation, Optimization.

arXiv:2511.07834 · Paper rankings

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