Research Notes Catalog | Phase 1 | From Equations to Capital

RESEARCH NOTE

Commission Equity Ratio for Churning Detection

Research Note · February 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

FX Option Hedging in Discontinuous Markets

Research Note · March 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Modified Sharpe and the Fynup Ratio

Research Note · January 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: ADMM Augmented Lagrangian Implementation

Research Note · January 2026

Source: extracted_refs/portfolio_optimization_palomar_2025.json

RESEARCH NOTE

Research Note: Agency Conflict Valuation Impact

Research Note · February 2026

Source: extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt

RESEARCH NOTE

Research Note: Asian Option Average Price Mechanics

Research Note · February 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Asset Recycling Capital Multipliers

Research Note · March 2026

Source: extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt

RESEARCH NOTE

Research Note: Basket Derivative Fair Value Comparison

Research Note · January 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Cost Equity Ratio Threshold Logic

Research Note · January 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Copula Credit Risk Dependence Modeling

Research Note · February 2026

Source: case_studies/PhD-Level

RESEARCH NOTE

Research Note: Credit Portfolio Default Envelope

Research Note · February 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: CVaR Linear Program Formulation

Research Note · March 2026

Source: extracted_refs/portfolio_optimization_palomar_2025.json

RESEARCH NOTE

Research Note: Duration, DV01, and Convexity Control

Research Note · January 2026

Source: extracted_refs/2024_Book_Financial_Mathematics

RESEARCH NOTE

Research Note: ECL Integration in Credit Workflows

Research Note · January 2026

Source: extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt

RESEARCH NOTE

Research Note: Economic Capital Defensibility Criteria

Research Note · February 2026

Source: extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt

RESEARCH NOTE

Research Note: ESG Parameter in Portfolio Optimization

Research Note · February 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Finite State Lifecycle for Trading Strategies

Research Note · March 2026

Source: extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt

RESEARCH NOTE

Research Note: FX Black Scholes with Foreign Rate

Research Note · January 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Exponential Weighting Scheme for Fund Signals

Research Note · January 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Modified Sharpe Volatility Floor

Research Note · February 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Genetic Mutation Operator Design

Research Note · February 2026

Source: extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt

RESEARCH NOTE

Research Note: Green Bond Structure Selection

Research Note · March 2026

Source: extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt

RESEARCH NOTE

Research Note: HRP Recursive Bisection Process

Research Note · January 2026

Source: extracted_refs/portfolio_optimization_palomar_2025.json

RESEARCH NOTE

Research Note: Implied Realized Spread Signal Definition

Research Note · January 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Lambda Strategy Payoff Topology

Research Note · February 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Law of One Price Arbitrage Test

Research Note · February 2026

Source: extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt

RESEARCH NOTE

Research Note: Optimal Hedge Variance Functional

Research Note · March 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Option Profitability CDF Formulation

Research Note · January 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Pension Futures Hedge Ratio Design

Research Note · January 2026

Source: case_studies/PhD

RESEARCH NOTE

Research Note: Put Write Strike Selection Framework

Research Note · February 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Range Accrual Payoff Path Dependence

Research Note · February 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Repo GMRA Risk Controls

Research Note · March 2026

Source: extracted_refs/2024_Book_Financial_Mathematics

RESEARCH NOTE

Research Note: Risk Parity SCRIP Optimization

Research Note · January 2026

Source: extracted_refs/portfolio_optimization_palomar_2025.json

RESEARCH NOTE

Research Note: Simulation Discretization Error Control

Research Note · January 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Sparse Index Tracking Penalty Design

Research Note · February 2026

Source: extracted_refs/portfolio_optimization_palomar_2025.json

RESEARCH NOTE

Research Note: Stochastic Credit Spread Calibration

Research Note · February 2026

Source: case_studies/PhD

RESEARCH NOTE

Research Note: Swap Mark to Market Sensitivity Grid

Research Note · March 2026

Source: extracted_refs/case_studies_full.txt

RESEARCH NOTE

Research Note: Transfer Pricing Optimization Constraints

Research Note · January 2026

Source: case_studies/PhD

RESEARCH NOTE

Robust Portfolio Optimization with Uncertainty Sets

Research Note · January 2026

Source: extracted_refs/portfolio_optimization_palomar_2025.json.