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q-fin.PM2026
Common Risk Factors in Decentralized AI Subnets
Philip Z. Maymin
I derive a size premium from the constant-product automated market maker used to price Bittensor subnet tokens and test the prediction using daily data on 128 subnets. A small-minu…
q-fin.PM2026
Dynamic Tracking Error and the Total Portfolio Approach
Ashwin Alankar, Allan Maymin, Philip Maymin +2
Strategic Asset Allocation and the Total Portfolio Approach differ in one thing: the tracking error the board grants the chief investment officer. The board's first decision should…