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q-fin.PM2026
Conditional value-at-risk under reward-penalty mechanism with applications to robust portfolio management
Jun Cai, Tiantian Mao, Zhiqiao Song
In this paper, we present robust portfolio selection models by incorporating a reward and penalty mechanism into portfolio management. We assume that the joint distribution of the…
cond-mat.mes-hall2026
Josephson phase shift and diode effect due to the inverse spin Hall effect
Gen Tatara, Yositake Takane, Aurelien Manchon
We theoretically study the direct and inverse spin Hall effects in a superconductor-normal metal-uperconductor junction induced by a spin-orbit interaction that is invariant under…