A sharp order-three obstruction to the aggregation of conditional price-of-risk attribution

By Alejandro Rodriguez Dominguez

Published 2026-06-26

Everscope rating

1953.7

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

5 / 5

About this paper

Methodology: Reference-relative causal decomposition with filtration-theoretic admissibility analysis. Problem types: Causal Inference, Portfolio Optimization, Risk Management, Optimization, Anomaly Detection.

arXiv:2606.26835 · Code · Paper rankings

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