3 papers in the archive (2023–2026), average empirical rigor 5.2/10, average math complexity 7.7/10. Quadrant mix: Holy Grail ×2, Lab Rats ×1.
Works mostly in Fixed Income & Interest Rates, Factor Investing & Asset Pricing.
Frequent co-authors: Didier Sornette (1).
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 propose a formulation to construct new classes of financial price processes based on the insight that the key variable driving prices $P$ is the earning-over-price ratio $γ\simeq 1/P$, which we refer to as the earning yield and is analogous to the yield-to-maturity of an equivalent perpetual bond
Quantum theory provides a comprehensive framework for quantifying uncertainty, often applied in quantum finance to explore the stochastic nature of asset returns. This perspective likens returns to microscopic particle motion, governed by quantum probabilities akin to physical laws. However, such ap
Classical asset pricing relies on the risk-neutral measure $Q$ for valuation, yet its economic interpretation is typically anchored in a physical measure $P$. This creates an inherent asymmetry: pricing is governed by $Q$, while meaning resides in $P$, making it difficult to provide a unified accoun