The Decision Geometry of Covariance Estimation for the Global Minimum-Variance Portfolio under Heavy Tails

By Xavier Fonseca

Published 2026-06-25

Everscope rating

2031.9

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

5 / 5

About this paper

Methodology: Exact Decision Geometry and Non-Asymptotic Regret Analysis. Problem types: Portfolio Optimization, Risk Management, Optimization, Density Estimation.

arXiv:2606.27462 · Paper rankings

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