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q-fin.ST2026
What Makes a Peer? Valuation-Anchored Similarity in Private Markets
Sebastian Frank, Jingrao Lyu, Max Jarmey +5
As more investors contemplate private markets and contend with limited transparency, sparse disclosures, and infrequent transactions, identifying economically meaningful peer compa…
q-fin.ST2025
STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades
Mingshu Li, Dhruv Desai, Jerinsh Jeyapaulraj +4
Accurately measuring portfolio similarity is critical for a wide range of financial applications, including Exchange-traded Fund (ETF) recommendation, portfolio trading, and risk a…