A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The paper analyzes sensitivities of cash flows using PDEs and Hansen-Scheinkman decomposition.
Study examines how risk tolerance impacts long-term investment returns.
This paper develops a spectral theory of Markovian asset pricing models where the underlying economic uncertainty follows a continuous-time Markov process X with a general state space (Borel right process (BRP)) and the stochastic discount factor (SDF) is a positive semimartingale multiplicative functional of X. A key …