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

By David Reinhardt

Published 2026-09-17

Everscope rating

1627.3

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Special Markowitz (SM) - Spectral Free-Energy Variational Framework. Problem types: Portfolio Optimization, Risk Management, Optimization, Covariance Estimation / Regularization, Spectral Decomposition / Dimensionality Reduction.

arXiv:2609.14029 · Paper rankings

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