collaborators

10 papers

q-fin.PM2026

The Market's Conditioning Representation: Equilibrium, Crowding, and Convention Multiplicity

Alejandro Rodriguez Dominguez

Asset-pricing models typically condition on a fixed information set. This paper endogenises the market's conditioning architecture by allowing portfolios to choose representations…

q-fin.PM2026

Robustness or Crowding: Experimental Design for Trading Strategy Capacity

Alejandro Rodriguez Dominguez, Miquel Noguer i Alonso

How much capital a trading strategy can absorb before its edge disappears is a causal question about how much is deployed, but it is answered with observational proxies that rest o…

q-fin.PM2026

Dynamic Causal Portfolio Choice: Hedging the Rotation of the Common-Driver Manifold

Alejandro Rodriguez Dominguez

When a portfolio is conditioned on a minimal set of observable drivers under which its assets become mutually independent over the investment horizon, the dynamic investment proble…

q-fin.PM2026

Causal Separation, Conditional Risk, and Projected Markowitz Portfolios

Alejandro Rodriguez Dominguez

We formalize a single structural condition on a portfolio problem, causal separation: conditional on the realized path of a declared set of drivers through the investment horizon,…

q-fin.PM2026

A sharp order-three obstruction to the aggregation of conditional price-of-risk attribution

Alejandro Rodriguez Dominguez

We study the squared price-of-risk premium of a portfolio -- an integrated conditional squared Sharpe-ratio functional, not an expected excess return -- and its attribution to caus…

q-fin.MF2026

Admissible Information Structures, Immersion, and the Order of Non-Anticipative Aggregation

Alejandro Rodriguez Dominguez

This version corrects and supersedes an earlier preprint (arXiv:2601.12541) whose central impossibility theorem was incorrect; the nature of the error and its correction are stated…