# Pricing Perspective

> Three papers by Marcus Gawronsky and Chun-Sung Huang on probability-valued firm information, financial dependence, spatial interaction, and portfolio risk.

## Papers

- [Systematic Covariance Envelopes](https://arxiv.org/abs/2410.23447): Quadratic Wasserstein geometry yields sharp conditional covariance endpoints over admissible exposure couplings.
- [Wasserstein-Barycentric Interaction Fields](https://arxiv.org/abs/2608.29669): Target-anchored transport and simplex reconstruction produce a directed peer field for spatial factor models.
- [Portfolio Risk Bounds](https://arxiv.org/abs/2608.29692): Multi-firm Wasserstein-2 dispersion produces one-sided portfolio-risk certificates without cross-asset return covariances.

## Authors

- Marcus Gawronsky - https://github.com/marcusinthesky
- Chun-Sung Huang - https://www.researchgate.net/profile/Chun-sung-Huang

## Blog

- [The tidal wave of AI research in finance](/blog/tidal-wave-of-ai-research-in-finance/): Model age, retrieval efficiency, market efficiency, and a South African research agenda.
- [Why finance needs vintage, reproducible encoders](/blog/vintage-reproducible-ettax-models/): The EttaX architecture and why dated model identities belong in financial econometrics.

## Machine-readable resources

- /citations.bib
- /sitemap.xml
- /video/transcript.txt