DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 5,689–5,724 of 14,444 resources
Publication: Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics. Published Oct 9, 2025.
Publication: Importance Sampling Enhanced with the COS Method for the Portfolio Risk Allocation. Published Aug 31, 2026.
Publication: The Interplay between Utility and Risk in Portfolio Selection. Published Sep 12, 2025.
Publication: Cross Currency Valuation and Hedging in the Multiple Curve Framework. Published Jan 29, 2020.
Publication: Conditional Systemic Risk Measures. Published Oct 22, 2020.
Publication: The importance of dynamic risk constraints for limited liability operators. Published Nov 6, 2020.
Publication: Universal Risk Budgeting. Published Jun 18, 2021.
Publication: Robust Asset-Liability Management. Published Oct 1, 2023.
Publication: On a multivariate extension for Copula-based Conditional Value at Risk. Published Aug 22, 2025.
Publication: Discrete-time risk sensitive portfolio optimization with proportional transaction costs. Published Jan 8, 2022.
Publication: Data-driven distributionally robust risk parity portfolio optimization. Published Oct 13, 2021.
Publication: Eliciting Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning. Published Aug 16, 2023.
Publication: Model-free price bounds under dynamic option trading. Published Jan 4, 2021.
Publication: Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?. Published Nov 24, 2021.
Publication: Non-concave stochastic optimal control in finite discrete time under model uncertainty. Published Apr 8, 2024.
Publication: Dynamically optimal portfolios for monotone mean--variance preferences. Published Mar 11, 2025.
Publication: Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection. Published Apr 5, 2025.
Publication: Personalized Robo-Advising: Enhancing Investment through Client Interaction. Published Nov 4, 2019.
Publication: Fundamental theorem of asset pricing with acceptable risk in markets with frictions. Published Dec 15, 2020.
Publication: Risk measures beyond frictionless markets. Published Nov 16, 2021.
Publication: On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach. Published Feb 8, 2022.
Publication: Risk Budgeting Allocation for Dynamic Risk Measures. Published May 18, 2023.
Publication: Risk measures based on weak optimal transport. Published Dec 10, 2023.
Publication: Mirror Descent Algorithms for Risk Budgeting Portfolios. Published Nov 19, 2024.
Publication: Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models. Published Feb 5, 2020.
Publication: Feasible Implied Correlation Matrices from Factor Structures. Published Jul 1, 2021.
Publication: Equations and Shape of the Optimal Band Strategy. Published Mar 10, 2020.
Publication: Recipes for hedging exotics with illiquid vanillas. Published May 20, 2020.
Publication: Aspects of a phase transition in high-dimensional random geometry. Published May 10, 2021.
Publication: Data-driven Approach for Static Hedging of Exchange Traded Options. Published Feb 1, 2023.
Publication: Optimal Control of Reserve Asset Portfolios for Stablecoins. Published Aug 13, 2025.
Publication: Data-driven Multiperiod Robust Mean-Variance Optimization. Published Jun 29, 2023.
Publication: A Unified Framework for Fast Large-Scale Portfolio Optimization. Published Mar 22, 2023.
Publication: Functional portfolio optimization in stochastic portfolio theory. Published Mar 19, 2021.
Publication: Pricing and hedging American-style options with deep learning. Published Dec 23, 2019.
Publication: Tradable Itô Signatures: A Model-Free, Interpretable Framework for Dynamic Hedging. Published Jul 14, 2026.
