Economics & Finance · Interdisciplinary & Society
Risk Management
The newest papers in Risk Management that ReadSearch has read, newest first. Each links to its own page, with its authors, date, where it was published and the original.
82 papers, from 7 September 2026 to 4 November 2026: 82 arXiv preprints.
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Newest papers, page 2
Distributions or Quantiles? A Convex Variational Theory of Worst-Case Risk
Worst-case risk evaluation is central to finance and operations research, yet existing analytical results remain fragmented and largely confined to ambiguity sets with specific structures.Amortized Neural Filtering for Calibrated Posteriors in Statistical Arbitrage
Statistical arbitrage trades on an estimate of the state of a residual spread, and conventional practice discards the uncertainty of that estimate.The Control Layer Behind Rule-Following Agents Trading Across Market Conditions
Trading discipline often fails people.Probability-Weighting Functions for Normal Tempered-Stable Laws: Orthogonal Channels and Information-Theoretic Indices
A probability-weighting function (PWF) maps objective probabilities into decision weights.Teacher Supervision, Fixed Representations and Calibration: Exact Risk Calculations for Candidate-Scoring Decision Models
Candidate-scoring decision models return a probability distribution over a presented set of answers.Deep catastrophic-risk-aware reinforcement learning
Estimating extreme risk in reinforcement learning becomes increasingly difficult as the confidence level increases, since only a small number of observations contribute to empirical estimates of…Dynamic Programming for Value-at-Risk Markov Decision Processes in Continuous Spaces
Value-at-Risk (VaR) is a widely adopted quantile-based risk measure in practice, yet incorporating VaR objectives into Markov decision processes (VaR MDPs) remains a longstanding challenge.Conditional Weight of Evidence for Gradient-Boosted Credit Models: Estimation, Additivity and Its Relation to Adverse Action Reasons
Traditional weight of evidence assigns a credit characteristic a value based on its association with default across a population.Dynamic portfolio selection under range value-at-risk with logarithmic returns
This paper studies continuous-time portfolio selection under Range Value-at-Risk (RVaR), with both portfolio performance and risk evaluated in terms of logarithmic returns.Pricing the Unprovable: Ambiguity, Turnstile Runs, and the Verifiability Discount in Crypto Protocols
Privacy-preserving protocols can repair a vulnerability without establishing whether it was exploited beforehand, even when no theft is reported and aggregate supply is protected.Agentic AI in Automated Markets
Automated markets increasingly host autonomous, learning trading agents and are powered by formulaic automated market makers (AMMs).E-Backtesting Expected Shortfall without Value-at-Risk Forecasts under Time-series Models
Expected Shortfall (ES) measures the average size of tail losses.Risk Measures for the Climate Transition Age: Why Symmetric Risk Budgets are unlikely to mitigate two-dimensionally asymmetric Climate Change risks
The most widely used investment risk measures - variance, standard deviation, and tracking error - treat upside deviations as equally undesirable as downside losses.Discrete-Time Survival Modelling with Dynamic Industrial Graphs for Mortgage Credit Risk
Mortgage credit risk may exhibit dependence across economically connected areas, even when they are geographically distant.Dirichlet sub-mixtures: A new reading of multiplicative background risk models with Pareto margins
Multiplicative background risk models (MBRMs) provide a tractable framework for describing dependent risks.Designing Independent Variation: A Guided Iteration Methodology for Price Experiments in Short, Correlated Panels
Estimation error in short, correlated pricing panels is dominated by trajectory dispersion rather than sampling noise, creating an identification shortfall that only independently assigned variation…Requested, Executed and Recoverable Credit: Shared Action Ordering among LLM Borrowers in a Simulated Lending Market
We test whether shared action ordering changes executed credit in a simulated collateralized lending market.The Financing of Debt Relief: Intermediary Liquidity and the Value of Borrower Information
I study how intermediary liquidity affects mortgage resolution using 1.9 million Ginnie Mae buyout options from 2019 to 2022.Enhancing credit risk scorecards with transactional-based behavioural features
Credit risk modelling is fundamental in financial institutions, typically using credit history, repayment behaviour, income, and outstanding debt to estimate a borrower's probability of default.Realized Tail-Risk Conditional Autoregressive Expectile Models: Accurate and Stable Forecasting Performance
A realized tail-risk conditional autoregressive expectile (RTCARE) model is proposed for joint forecasting of value-at-risk (VaR) and expected shortfall (ES).