6 papers in the archive (2026), average empirical rigor 2.4/10, average math complexity 7.6/10. Quadrant mix: Lab Rats ×6.
Works mostly in Portfolio Optimization, Volatility Modeling & Forecasting, Factor Investing & Asset Pricing, Machine Learning for Market Forecasting.
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
We develop spectral portfolio theory by establishing a direct identification: neural network weight matrices trained on stochastic processes are portfolio allocation matrices, and their spectral structure encodes factor decompositions and wealth concentration patterns. The three forces governing sto
Frøseth (2026; arXiv:2603.05264) shows that a proportional wealth tax on market values is neutral with respect to portfolio choice, Sharpe ratios, and equilibrium prices under CRRA preferences and geometric Brownian motion. This paper investigates the robustness of that result along two dimensions.
A proportional wealth tax - a levy on the stock of wealth - preserves portfolio neutrality by acting as a uniform drift shift in the Fokker-Planck equation for wealth dynamics. We extend this result to the full system of ownership taxes (eierkostnader) that a shareholder faces: a corporate tax on gr
We extend the Fokker-Planck framework of Froseth (2026, arXiv:2603.05283) to populations of investors with heterogeneous, persistent return-generating ability. When the drift coefficient in the Langevin equation for log-wealth varies across investors, the proportional wealth tax remains a uniform dr
We analyse the effect of a proportional wealth tax on asset returns, portfolio choice, and asset pricing. The tax is levied annually on the market value of all holdings at a uniform rate. We show that such a tax is economically equivalent to the government acquiring a proportional stake in the inves
We reformulate the neutral wealth tax framework of Froeseth (2026; arXiv:2603.05264) in the language of stochastic dynamics and statistical physics. Individual wealth under geometric Brownian motion satisfies a Langevin equation with multiplicative noise; the probability density of wealth across a p