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A Topological Momentum Framework: Compressing Tail-Risk via Hierarchical Risk Partitioning and Intra-Cycle Triggers

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1093/imanum/22.3.329openalex-snapshot

Computing the nearest correlation matrix--a problem from finance

inferredcites →https://doi.org/10.1093/rfs/hhu003openalex-snapshot

Frog in the Pan: Continuous Information and Momentum

inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-snapshot

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

inferredcites →https://doi.org/10.1111/jofi.12021openalex-snapshot

Value and Momentum Everywhere

inferredcites →https://doi.org/10.2139/ssrn.2272973openalex-snapshot

Introduction to Risk Parity and Budgeting

inferredcites →https://doi.org/10.3905/jpm.2016.42.4.059openalex-snapshot

Building Diversified Portfolios that Outperform Out of Sample

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.