Stochastic factors can matter: improving robust growth under ergodicity

By Bálint Binkert, David Itkin, Paul Mangers Bastian, Josef Teichmann

Published 2026-01-01

Everscope rating

1937.9

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Robust Growth Optimization via Calculus of Variations and PDEs. Problem types: Portfolio Optimization, Pairs Trading, Optimization, Risk Management, Statistical Arbitrage.

arXiv:2512.24906 · Paper rankings

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