2 papers
q-fin.PM2026
Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
Yunqi Liang, Hasan Ugur Koyluoglu, Fuat Alican +1
We propose a Gaussian-copula-based framework that learns deal-level dependence directly from observed joint success frequencies across founder, geography, and market attributes. Ho…
cs.CE2026
Probabilistic Modeling of Venture Capital Portfolio Outliers
Kensei Sakamoto, Hasan Ugur Koyluoglu, Fuat Alican +1
In this paper, we define probabilistic measures for venture portfolio performance based on individual outlier probability for each investment and the dependence across investments.…