Hedging market risk and uncertainty via a robust portfolio approach

By Adele Ravagnani, Mattia Chiappari, Andrea Flori, Piero Mazzarisi, Marco Patacca

Published 2026-07-08

Everscope rating

1930

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Robust Minimum-Variance Hedging with Box Uncertainty. Problem types: Portfolio Optimization, Risk Management, Time Series Forecasting, Optimization.

arXiv:2604.02126 · Paper rankings

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