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q-fin.PM2025
Causal PDE-Control Models for Dynamic Portfolio Optimization with Latent Drivers
Alejandro Rodriguez Dominguez
Classical portfolio models degrade under structural breaks, whereas flexible machine-learning allocation methods often lack arbitrage consistency and interpretability. We propose C…
q-fin.PM2025
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions
Alejandro Rodriguez Dominguez
Fundamental and necessary principles for achieving efficient portfolio optimization based on asset and diversification dynamics are presented. The Commonality Principle is a necess…