Optimal strategy and deep hedging for share repurchase programs

By S. Corti, R. Daluiso, A. Pallavicini

Published 2026-01-27

Everscope rating

1696.1

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Deep Hedging with Joint Execution and Hedging Optimization. Problem types: Optimization, Risk Management, Algorithmic Execution, Portfolio Optimization, Derivatives Hedging.

arXiv:2601.18686 · Paper rankings

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