1
Random functional exposures and the covariance envelope
▶
1.1
The exposure law and its risk coordinates
1.2
The Fréchet class and its endpoints
1.3
Transfer from observable characteristics
1.4
Coherent aggregation
1.5
Rehomed from the retired deterministic chapter
2
Paper 3: information-certified portfolio variance
▶
2.1
Coherent certificate
2.2
Return bridge
2.3
Portfolio choice
3
Robust envelopes under measurement slack
▶
3.1
Radii propagate through the embedding
3.2
Maximizing over the box
3.3
Reconciling the two geometries
4
Spatial interaction and the rank-one boundary
▶
4.1
Operator and convergence certificate
4.2
Finite interaction and the strong-interaction boundary
Dependency graph
Pricing Perspective: Formalization Blueprint
Pricing Perspective contributors
1
Random functional exposures and the covariance envelope
1.1
The exposure law and its risk coordinates
1.2
The Fréchet class and its endpoints
1.3
Transfer from observable characteristics
1.4
Coherent aggregation
1.5
Rehomed from the retired deterministic chapter
2
Paper 3: information-certified portfolio variance
2.1
Coherent certificate
2.2
Return bridge
2.3
Portfolio choice
3
Robust envelopes under measurement slack
3.1
Radii propagate through the embedding
3.2
Maximizing over the box
3.3
Reconciling the two geometries
4
Spatial interaction and the rank-one boundary
4.1
Operator and convergence certificate
4.2
Finite interaction and the strong-interaction boundary