Search Results for author: Vadim Zlotnikov

Found 1 papers, 0 papers with code

Model-Free Market Risk Hedging Using Crowding Networks

no code implementations13 Jun 2023 Vadim Zlotnikov, Jiayu Liu, Igor Halperin, Fei He, Lisa Huang

Crowding is widely regarded as one of the most important risk factors in designing portfolio strategies.

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