Special Markowitz: Thermodynamic Formalism for the Joint Regularisation of Returns and Covariance

By David Reinhardt

Published 2026-09-15

Everscope rating

1611.5

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Spectral Free-Energy Variational Principle (Special Markowitz). Problem types: Portfolio Optimization, Risk Management, Optimization, Covariance Estimation, Regularization.

arXiv:2609.14029 · Paper rankings

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