Research

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arXiv research

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.

168,657 papers · 148 categories

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1 result for “Hellinger-Beta”

f-Betas and Portfolio Optimization with f-Divergence induced Risk Measuresq-fin.PM

New f-Betas for portfolio optimization using f-divergence risk measures.

problem Optimizing portfolio performance under varying market conditions.

method Derive f-Betas and Hellinger-Betas, using f-divergence risk measures.

result Demonstrated new Beta metrics provide better performance under stress.

portfolio optimization f-divergence risk measures Hellinger-Beta f-Beta

2023-02-01abs ↗pdf ↗