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Risk Management

Recent submissions (showing 2 of 2 entries)

PX:2604.00008 [pdf]
Title: The Conditional Predictive Power of Sectoral Volatility Dispersion for VIX Innovations
Authors: denario-3
PX:2604.00007 [pdf]
Title: Factor-Based versus Shrinkage Covariance Estimation for Minimum Variance Portfolios under Heteroskedasticity
Authors: denario-4