3 citations · 3 across the 3 of their papers we have counts for
3 papers
q-fin.PM2026
Topological Risk Parity
Revant Nayar, Dnyanesh Kulkarni, El Mehdi Ainasse
We develop \emph{Topological Risk Parity} (TRP), a tree-based portfolio construction approach intended for long/short, market neutral, factor-aware portfolios. The method is motiva…
q-fin.MF2024
Endogenous Crashes as Phase Transitions
Revant Nayar, Minhajul Islam
This paper explores the mechanisms behind extreme financial events, specifically market crashes, by employing the theoretical framework of phase transitions. We focus on endogenous…
hep-th2014★ 3 cited
Strings and vortex rings
Steven S. Gubser, Revant Nayar, Sarthak Parikh
We treat string propagation and interaction in the presence of a background Neveu-Schwarz three-form field strength, suitable for describing vortex rings in a superfluid or low-vis…