activity
20222026
most citedPortfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers

9 citations · 14 across the 14 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

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…