On-device research index

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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5 results for “risk-shifting”

An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual fundsq-fin.GN

Study examines Indian equity mutual funds' investment style and risk-shifting.

problem Understanding how Indian equity mutual funds' investment styles affect their returns.

method Estimating size and style beta coefficients, identifying breakpoints, analyzing investment styles, and assessing risk-shifting intensity.

result Funds can enhance returns by shifting to high-return styles like Small Value and Small Blend.

Indian equity mutual funds investment style risk-shifting mutual fund evaluation alpha

2025-10-22abs ↗pdf ↗

Optimal Investment and Premium Policies under Risk Shifting and Solvency Regulationq-fin.PM

Limited liability creates a conflict of interests between policyholders and shareholders of insurance companies. It provides shareholders with incentives to increase the risk of the insurer's assets and liabilities which, in turn, might reduce the value policyholders attach to and premiums they are willing to pay for i…

2011-03-09abs ↗pdf ↗

Certified Learning under Distribution Shift: Sound Verification and Identifiable Structurecs.LG

Unified framework certifies predictor performance under distribution shift.

problem Certifying predictor performance under distribution shift.

method Unified framework with explicit inequalities, sound verification, and identifiable structure.

result Explicit upper bound on excess risk under shift.

distribution shift predictor certification excess risk shift metric model parameters

2026-02-06abs ↗pdf ↗

The Ethics of LLM Sandbox and Persona Dynamicscs.AI

LLM sandbox and persona dynamics create unethical reality gaps that shift risk to users.

problem Ethical issues arise from LLMs generating reality gaps that shift risk to uninformed users.

method Analyzes the ethical implications of LLM sandbox and persona dynamics, comparing them to financial regulation and compliance.

result Active generation of reality gaps is unethical as it shifts epistemic risk to users.

LLM persona dynamics ethics reality laundering risk shifting

2026-05-27abs ↗pdf ↗

Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parametersq-fin.PM

Unified framework for optimizing portfolios with distributions over weights, returns, and parameters.

problem Traditional portfolio optimization treats expected returns, covariances, and allocations as fixed. Modern practice replaces at least one with a distribution.

method Unified framework using Gamma_theta(dw,dr) coupling to organize Bayesian, robust, chance-constrained, stochastic-allocation, and distributional reinforcement-learning methods.

result Synthetic and structural contributions, including a portfolio specialization of Wasserstein-CVaR duality and a static no-randomization theorem.

portfolio optimization distributional reinforcement-learning Bayesian methods robust optimization stochastic allocation

2026-05-28abs ↗pdf ↗