Tag: quantitative-modeling

Decorrelating the Advice Layer: A Calibrated Fragility Metric and Tested Mitigations for Synchronized Liquidation in Agentic Wealth Management Oct 30, 2026
Adaptive Scenario Generation for KL-DRO Around a Learned Density Model Oct 29, 2026
A Pretrained Model for Bayesian Filtering in Heterogeneous Dynamical Systems Oct 29, 2026
Latent Path Exploration via Potential-Guided Subtrajectory Balance Oct 29, 2026
Measuring Longer-Horizon Leveraged ETF Performance Oct 29, 2026
Crowded Factors and Volatility Timing: When Risk Scaling Works  Oct 23, 2026
Modern Approaches to the Valuation and Application of Options in the Stock Market: Tools, Models, and Behavioral Aspects Oct 23, 2026
Trading Literature Atlas For Semi-automated Systematic Trading Oct 20, 2026
Options Strategies in Trading and Hedging Oct 16, 2026
Financial Market Correlations as a Predictor of Output Growth and Stock Returns Oct 14, 2026
Self-Fulfilling Risk Panics: An Expected Utility Framework Oct 6, 2026
Covariances versus Characteristics in General Equilibrium Sep 25, 2026
Fama & French (1993) - Common Risk Factors in Stock and Bond Returns Jan 1, 1993
Fama & French (2015) - A Five-Factor Asset Pricing Model Jan 1, 2015
Markowitz (1952) - Portfolio Selection (Modern Portfolio Theory) Jan 1, 1952
Black & Scholes (1973) / Merton (1973) - Options Pricing Model Jan 1, 1973
Barberis & Thaler (2002) - A Survey of Behavioral Finance Jan 1, 2002
Barber & Odean (2000) - Trading Is Hazardous to Your Wealth Jan 1, 2000
Global Stock Markets Volatility Amid Interest Rate Uncertainty May 10, 2026