A Three-Dimensional Efficient Surface for Portfolio Optimization

By Yimeng Qiu

Published 2026-01-13

Everscope rating

1503.2

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

2 / 5

About this paper

Methodology: Three-Dimensional Joint Risk Optimization with VAR-FEVD Connectedness. Problem types: Portfolio Optimization, Risk Management, Optimization, Multi-objective Optimization.

arXiv:2601.06271 · Paper rankings

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