Tail Risk Management with Puts and Trend Following: A CVaR Framework for Crashes and Drawdowns

By Miquel Noguer i Alonso, Ali Al-Fallouji

Published 2026-07-01

Everscope rating

1750.2

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Continuous-time CVaR Stochastic Control with Jump-Diffusion and Heston Volatility. Problem types: Risk Management, Portfolio Optimization, Optimization, Stochastic Control, Derivatives Pricing.

arXiv:2607.00883 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.