2 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…