Verification Audit · Generated 2026-03-05 01:39
| FILE | DIR | CATEGORY | TITLE | SOURCE FILE | SOURCE SECTION | REPOSITORY PATH | STATUS |
|---|---|---|---|---|---|---|---|
| admm-and-sca-for-production-optimization.html | blog | Blog | ADMM and SCA for Production Optimization | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| agency-conflicts-and-capital-allocation-discipline.html | blog | Blog | Agency Conflicts and Capital Allocation Discipline | extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | Analytical | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | VERIFIED |
| algorithmic-strategy-search-system-design.html | blog | Blog | Algorithmic Strategy Search System Design | extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | Algo | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | VERIFIED |
| asian-options-in-structured-loan-products.html | blog | Blog | Asian Options in Structured Loan Products | extracted_refs/case_studies_full.txt | Case Study VI | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| asset-recycling-in-public-infrastructure-finance.html | blog | Blog | Asset Recycling in Public Infrastructure Finance | extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | Infrastructure | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | VERIFIED |
| basket-derivative-fairness-testing.html | blog | Blog | Basket Derivative Fairness Testing | extracted_refs/case_studies_full.txt | Case Study X | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| basket-derivatives-product-comparison.html | blog | Blog | Basket Derivatives: When Structured Products Destroy Value | General | memazouni/Book_Equations_to_Capital | FLAGGED | |
| bond-math-for-practitioner-risk-control.html | blog | Blog | Bond Math for Practitioner Risk Control | extracted_refs/2024_Book_Financial_Mathematics | Financial_Math | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Financial_Mathematics | VERIFIED |
| callable-range-accrual-risk-decomposition.html | blog | Blog | Callable Range Accrual Risk Decomposition | extracted_refs/case_studies_full.txt | Case Study IV | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commission-burden-and-client-harm-detection.html | blog | Blog | Commission Burden and Client Harm Detection | extracted_refs/case_studies_full.txt | Case Study II | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| cvar-portfolio-design-under-tail-risk.html | blog | Blog | CVaR Portfolio Design Under Tail Risk | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| decomposing-bond-plus-option-packages.html | blog | Blog | Decomposing Bond Plus Option Packages | extracted_refs/case_studies_full.txt | Case Study VI | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| default-probability-estimation-for-ba-bonds.html | blog | Blog | Default Probability Estimation for Ba Bonds | extracted_refs/case_studies_full.txt | Case Study VIII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| economic-capital-model-defensibility.html | blog | Blog | Economic Capital Model Defensibility in Practice | extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt | Credit-Risk | memazouni/Book_Equations_to_Capital/extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt | VERIFIED |
| fund-quality-ranking-sector-blind-design.html | blog | Blog | Fund Quality Ranking with Sector Blind Model Design | extracted_refs/case_studies_full.txt | Case Study I | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| gbp-dem-and-eur-chf-crisis-comparison.html | blog | Blog | GBP DEM and EUR CHF Crisis Comparison | extracted_refs/case_studies_full.txt | Case Study VII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| genetic-operators-in-strategy-optimization.html | blog | Blog | Genetic Operators in Strategy Optimization | extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | Algo | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | VERIFIED |
| gics-score-gaps-and-product-quality.html | blog | Blog | GICS Score Gaps and Product Quality | extracted_refs/case_studies_full.txt | Case Study X | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| green-bonds-and-infrastructure-capital-formation.html | blog | Blog | Green Bonds and Infrastructure Capital Formation | extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | Infrastructure | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | VERIFIED |
| hedge-path-variance-and-funding-pressure.html | blog | Blog | Hedge Path Variance and Funding Pressure | extracted_refs/case_studies_full.txt | Case Study XI | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| hierarchical-risk-parity-for-institutional-portfolios.html | blog | Blog | Hierarchical Risk Parity for Institutional Portfolios | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| implied-volatility-in-forensic-option-review.html | blog | Blog | Implied Volatility in Forensic Option Review | extracted_refs/case_studies_full.txt | Case Study II | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| lambda-strategy-structure-and-risk-controls.html | blog | Blog | Lambda Strategy Structure and Risk Controls | extracted_refs/case_studies_full.txt | Case Study XIV | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| law-of-one-price-in-modern-market-practice.html | blog | Blog | Law of One Price in Modern Market Practice | extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | Analytical | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | VERIFIED |
| loss-envelope-design-in-credit-portfolios.html | blog | Blog | Loss Envelope Design in Credit Portfolios | extracted_refs/case_studies_full.txt | Case Study VIII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| mark-to-market-discipline-in-swap-portfolios.html | blog | Blog | Mark to Market Discipline in Swap Portfolios | extracted_refs/case_studies_full.txt | Case Study III | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| monthly-return-diagnostics-in-vol-arbitrage.html | blog | Blog | Monthly Return Diagnostics in Volatility Arbitrage | extracted_refs/case_studies_full.txt | Case Study XIII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| optimal-horizon-vs-optimal-fraction-hedging.html | blog | Blog | Optimal Horizon versus Optimal Fraction Hedging | extracted_refs/case_studies_full.txt | Case Study XI | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| put-write-strategy-governance-checklist.html | blog | Blog | Put Write Strategy Governance Checklist | extracted_refs/case_studies_full.txt | Case Study V | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| repo-and-securities-lending-market-mechanics.html | blog | Blog | Repo and Securities Lending Market Mechanics | extracted_refs/2024_Book_Financial_Mathematics | Financial_Math | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Financial_Mathematics | VERIFIED |
| risk-based-loan-pricing-framework.html | blog | Blog | Risk Based Loan Pricing Framework for Institutional Lenders | extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt | Credit-Risk | memazouni/Book_Equations_to_Capital/extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt | VERIFIED |
| risk-parity-implementation-with-scrip.html | blog | Blog | Risk Parity Implementation with SCRIP | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| sharpe-ratio-impact-of-esg-thresholds.html | blog | Blog | Sharpe Ratio Impact of ESG Thresholds | extracted_refs/case_studies_full.txt | Case Study IX | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| short-call-hedging-and-volatility-spread.html | blog | Blog | Short Call Hedging and Volatility Spread | extracted_refs/case_studies_full.txt | Case Study XIII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| short-straddle-governance-in-index-options.html | blog | Blog | Short Straddle Governance in Index Options | extracted_refs/case_studies_full.txt | Case Study XIV | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| simulation-step-size-and-payout-stability.html | blog | Blog | Simulation Step Size and Payout Stability | extracted_refs/case_studies_full.txt | Case Study XII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| sparse-index-tracking-and-turnover-control.html | blog | Blog | Sparse Index Tracking and Turnover Control | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| sustainability-constraints-in-markowitz-optimization.html | blog | Blog | Sustainability Constraints in Markowitz Optimization | extracted_refs/case_studies_full.txt | Case Study IX | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| swap-suitability-under-volatile-rates.html | blog | Blog | Swap Suitability Under Volatile Rates | extracted_refs/case_studies_full.txt | Case Study III | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| termination-rights-and-investor-value-transfer.html | blog | Blog | Termination Rights and Investor Value Transfer | extracted_refs/case_studies_full.txt | Case Study IV | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| volatility-smile-effects-in-systematic-put-write.html | blog | Blog | Volatility Smile Effects in Systematic Put Write | extracted_refs/case_studies_full.txt | Case Study V | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| weighted-forecast-indicators-in-fund-selection.html | blog | Blog | Weighted Forecast Indicators in Fund Selection | extracted_refs/case_studies_full.txt | Case Study I | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| basket-derivative-product-exchange.html | commentaries | Case Commentary | Basket Derivative Product Exchange Fairness | extracted_refs/case_studies_full.txt | Case Study X | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-agency-conflict-and-compensation-design.html | commentaries | Case Commentary | Case Commentary: Agency Conflict and Compensation Design | extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | Analytical | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | VERIFIED |
| commentary-algorithmic-search-and-model-drift.html | commentaries | Case Commentary | Case Commentary: Algorithmic Search and Model Drift | extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | Algo | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | VERIFIED |
| commentary-asian-option-loan-structure-losses.html | commentaries | Case Commentary | Case Commentary: Asian Option Loan Structure Losses | extracted_refs/case_studies_full.txt | Case Study VI | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-ba-bond-default-cluster-risk.html | commentaries | Case Commentary | Case Commentary: Ba Bond Default Cluster Risk | extracted_refs/case_studies_full.txt | Case Study VIII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-basket-product-exchange-fair-value.html | commentaries | Case Commentary | Case Commentary: Basket Product Exchange Fair Value | extracted_refs/case_studies_full.txt | Case Study X | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-churning-case-probability-of-profit.html | commentaries | Case Commentary | Case Commentary: Churning Case and Probability of Profit | extracted_refs/case_studies_full.txt | Case Study II | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-credit-model-governance-at-ifi.html | commentaries | Case Commentary | Case Commentary: Credit Model Governance at IFI Scale | extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt | Credit-Risk | memazouni/Book_Equations_to_Capital/extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt | VERIFIED |
| commentary-esg-thresholds-and-frontier-shape.html | commentaries | Case Commentary | Case Commentary: ESG Thresholds and Frontier Shape | extracted_refs/case_studies_full.txt | Case Study IX | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-eur-chf-stop-loss-execution-gap.html | commentaries | Case Commentary | Case Commentary: EUR CHF Stop Loss Execution Gap | extracted_refs/case_studies_full.txt | Case Study VII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-fynup-fund-universe-quality-signals.html | commentaries | Case Commentary | Case Commentary: Fund Universe Quality Signals | extracted_refs/case_studies_full.txt | Case Study I | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-implied-realized-volatility-dispersion.html | commentaries | Case Commentary | Case Commentary: Implied Realized Volatility Dispersion | extracted_refs/case_studies_full.txt | Case Study XIII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-infrastructure-finance-risk-sharing.html | commentaries | Case Commentary | Case Commentary: Infrastructure Finance Risk Sharing | extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | Infrastructure | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | VERIFIED |
| commentary-lambda-strategy-tail-exposure.html | commentaries | Case Commentary | Case Commentary: Lambda Strategy Tail Exposure | extracted_refs/case_studies_full.txt | Case Study XIV | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-law-of-one-price-breakdown-signals.html | commentaries | Case Commentary | Case Commentary: Law of One Price Breakdown Signals | extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | Analytical | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | VERIFIED |
| commentary-market-game-payout-design-controls.html | commentaries | Case Commentary | Case Commentary: Market Game Payout Design Controls | extracted_refs/case_studies_full.txt | Case Study XII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-metallgesellschaft-margin-spiral.html | commentaries | Case Commentary | Case Commentary: Metallgesellschaft Margin Spiral | extracted_refs/case_studies_full.txt | Case Study XI | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-put-write-carry-and-tail-risk.html | commentaries | Case Commentary | Case Commentary: Put Write Carry and Tail Risk | extracted_refs/case_studies_full.txt | Case Study V | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-range-accrual-termination-risk.html | commentaries | Case Commentary | Case Commentary: Range Accrual Termination Risk | extracted_refs/case_studies_full.txt | Case Study IV | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| commentary-repo-collateral-fragility.html | commentaries | Case Commentary | Case Commentary: Repo Collateral Fragility | extracted_refs/2024_Book_Financial_Mathematics | Financial_Math | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Financial_Mathematics | VERIFIED |
| commentary-risk-parity-implementation-frictions.html | commentaries | Case Commentary | Case Commentary: Risk Parity Implementation Frictions | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| commentary-robust-optimization-committee-adoption.html | commentaries | Case Commentary | Case Commentary: Robust Optimization Committee Adoption | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| commentary-swap-suitability-and-client-profile.html | commentaries | Case Commentary | Case Commentary: Swap Suitability and Client Profile | extracted_refs/case_studies_full.txt | Case Study III | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| eur-chf-stop-loss-vs-put-protection.html | commentaries | Case Commentary | EUR CHF Crisis: Stop Loss Versus Put Protection | extracted_refs/case_studies_full.txt | Case Study VII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| metallgesellschaft-liquidity-hedging-failure.html | commentaries | Case Commentary | Metallgesellschaft: Liquidity Risk in Hedge Programs | extracted_refs/case_studies_full.txt | Case Study XI | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| options-churning-forensic-litigation.html | commentaries | Case Commentary | Options Churning: Forensic Litigation Analysis | extracted_refs/case_studies_full.txt | Case Study II | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| forensic-commission-equity-ratio.html | notes-articles | Research Note | Commission Equity Ratio for Churning Detection | extracted_refs/case_studies_full.txt | Case Study II | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| fx-option-hedging-discontinuous-markets.html | notes-articles | Research Note | FX Option Hedging in Discontinuous Markets | extracted_refs/case_studies_full.txt | Case Study VII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| modified-sharpe-fynup-ratio.html | notes-articles | Research Note | Modified Sharpe and the Fynup Ratio | extracted_refs/case_studies_full.txt | Case Study I | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-admm-augmented-lagrangian-implementation.html | notes-articles | Research Note | Research Note: ADMM Augmented Lagrangian Implementation | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| note-agency-conflict-valuation-impact.html | notes-articles | Research Note | Research Note: Agency Conflict Valuation Impact | extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | Analytical | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | VERIFIED |
| note-asian-option-average-price-mechanics.html | notes-articles | Research Note | Research Note: Asian Option Average Price Mechanics | extracted_refs/case_studies_full.txt | Case Study VI | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-asset-recycling-capital-multipliers.html | notes-articles | Research Note | Research Note: Asset Recycling Capital Multipliers | extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | Infrastructure | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | VERIFIED |
| note-basket-derivative-fair-value-comparison.html | notes-articles | Research Note | Research Note: Basket Derivative Fair Value Comparison | extracted_refs/case_studies_full.txt | Case Study X | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-churning-cost-equity-ratio-threshold.html | notes-articles | Research Note | Research Note: Cost Equity Ratio Threshold Logic | extracted_refs/case_studies_full.txt | Case Study II | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-copula-credit-risk-dependence-modeling.html | notes-articles | Research Note | Research Note: Copula Credit Risk Dependence Modeling | case_studies/PhD-Level | Credit Risk | memazouni/Book_Equations_to_Capital/case_studies/PhD-Level | VERIFIED |
| note-credit-portfolio-default-envelope.html | notes-articles | Research Note | Research Note: Credit Portfolio Default Envelope | extracted_refs/case_studies_full.txt | Case Study VIII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-cvar-linear-program-formulation.html | notes-articles | Research Note | Research Note: CVaR Linear Program Formulation | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| note-duration-dv01-convexity-control.html | notes-articles | Research Note | Research Note: Duration, DV01, and Convexity Control | extracted_refs/2024_Book_Financial_Mathematics | Financial_Math | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Financial_Mathematics | VERIFIED |
| note-ecl-integration-in-credit-workflows.html | notes-articles | Research Note | Research Note: ECL Integration in Credit Workflows | extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt | Credit-Risk | memazouni/Book_Equations_to_Capital/extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt | VERIFIED |
| note-economic-capital-defensibility-criteria.html | notes-articles | Research Note | Research Note: Economic Capital Defensibility Criteria | extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt | Credit-Risk | memazouni/Book_Equations_to_Capital/extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt | VERIFIED |
| note-esg-parameter-in-portfolio-optimization.html | notes-articles | Research Note | Research Note: ESG Parameter in Portfolio Optimization | extracted_refs/case_studies_full.txt | Case Study IX | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-fsm-lifecycle-for-trading-strategies.html | notes-articles | Research Note | Research Note: Finite State Lifecycle for Trading Strategies | extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | Algo | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | VERIFIED |
| note-fx-black-scholes-with-foreign-rate.html | notes-articles | Research Note | Research Note: FX Black Scholes with Foreign Rate | extracted_refs/case_studies_full.txt | Case Study VII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-fynup-exponential-weighting-scheme.html | notes-articles | Research Note | Research Note: Exponential Weighting Scheme for Fund Signals | extracted_refs/case_studies_full.txt | Case Study I | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-fynup-modified-sharpe-floor.html | notes-articles | Research Note | Research Note: Modified Sharpe Volatility Floor | extracted_refs/case_studies_full.txt | Case Study I | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-genetic-mutation-operator-design.html | notes-articles | Research Note | Research Note: Genetic Mutation Operator Design | extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | Algo | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | VERIFIED |
| note-green-bond-structure-selection.html | notes-articles | Research Note | Research Note: Green Bond Structure Selection | extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | Infrastructure | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | VERIFIED |
| note-hrp-recursive-bisection-process.html | notes-articles | Research Note | Research Note: HRP Recursive Bisection Process | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| note-implied-realized-spread-signal-definition.html | notes-articles | Research Note | Research Note: Implied Realized Spread Signal Definition | extracted_refs/case_studies_full.txt | Case Study XIII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-lambda-strategy-payoff-topology.html | notes-articles | Research Note | Research Note: Lambda Strategy Payoff Topology | extracted_refs/case_studies_full.txt | Case Study XIV | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-law-of-one-price-arbitrage-test.html | notes-articles | Research Note | Research Note: Law of One Price Arbitrage Test | extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | Analytical | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Analytical_Corporate_Finance_extracted.txt | VERIFIED |
| note-optimal-hedge-variance-functional.html | notes-articles | Research Note | Research Note: Optimal Hedge Variance Functional | extracted_refs/case_studies_full.txt | Case Study XI | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-option-profitability-cdf-formulation.html | notes-articles | Research Note | Research Note: Option Profitability CDF Formulation | extracted_refs/case_studies_full.txt | Case Study II | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-pension-futures-hedge-ratio-design.html | notes-articles | Research Note | Research Note: Pension Futures Hedge Ratio Design | case_studies/PhD | General | memazouni/Book_Equations_to_Capital/case_studies/PhD | VERIFIED |
| note-put-write-strike-selection-framework.html | notes-articles | Research Note | Research Note: Put Write Strike Selection Framework | extracted_refs/case_studies_full.txt | Case Study V | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-range-accrual-payoff-path-dependence.html | notes-articles | Research Note | Research Note: Range Accrual Payoff Path Dependence | extracted_refs/case_studies_full.txt | Case Study IV | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-repo-gmra-risk-controls.html | notes-articles | Research Note | Research Note: Repo GMRA Risk Controls | extracted_refs/2024_Book_Financial_Mathematics | Financial_Math | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Financial_Mathematics | VERIFIED |
| note-risk-parity-scrip-optimization.html | notes-articles | Research Note | Research Note: Risk Parity SCRIP Optimization | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| note-simulation-discretization-error-control.html | notes-articles | Research Note | Research Note: Simulation Discretization Error Control | extracted_refs/case_studies_full.txt | Case Study XII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-sparse-index-tracking-penalty-design.html | notes-articles | Research Note | Research Note: Sparse Index Tracking Penalty Design | extracted_refs/portfolio_optimization_palomar_2025.json | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json | VERIFIED |
| note-stochastic-credit-spread-calibration.html | notes-articles | Research Note | Research Note: Stochastic Credit Spread Calibration | case_studies/PhD | General | memazouni/Book_Equations_to_Capital/case_studies/PhD | VERIFIED |
| note-swap-mark-to-market-sensitivity-grid.html | notes-articles | Research Note | Research Note: Swap Mark to Market Sensitivity Grid | extracted_refs/case_studies_full.txt | Case Study III | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| note-transfer-pricing-optimization-constraints.html | notes-articles | Research Note | Research Note: Transfer Pricing Optimization Constraints | case_studies/PhD | General | memazouni/Book_Equations_to_Capital/case_studies/PhD | VERIFIED |
| robust-portfolio-optimization-uncertainty-sets.html | notes-articles | Research Note | Robust Portfolio Optimization with Uncertainty Sets | extracted_refs/portfolio_optimization_palomar_2025.json. | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json. | VERIFIED |
| paper-01-fund-quality-ml-framework.html | papers | Working Paper | Fund Quality Forecasting with Historical Data Only | extracted_refs/case_studies_full.txt | Case Study I | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| paper-02-forensic-churning-quant-framework.html | papers | Working Paper | Forensic Quantification of Portfolio Churning in Options Accounts | extracted_refs/case_studies_full.txt | Case Study II | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| paper-03-eur-chf-hedging-discontinuous-risk.html | papers | Working Paper | Hedging Discontinuous FX Risk: Evidence from the EUR CHF Floor Removal | extracted_refs/case_studies_full.txt | Case Study VII | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| paper-04-optimal-hedging-metallgesellschaft.html | papers | Working Paper | Optimal Hedging Under Liquidity Constraints: The Metallgesellschaft Lesson | extracted_refs/case_studies_full.txt | Case Study XI | memazouni/Book_Equations_to_Capital/extracted_refs/case_studies_full.txt | VERIFIED |
| paper-05-credit-risk-economic-capital-implementation.html | papers | Working Paper | Building Credit Risk Economic Capital in Practice | extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt. | Credit-Risk | memazouni/Book_Equations_to_Capital/extracted_refs/2022_Book_Practical_Credit-Risk_Methodologies_Applications_and_Implementation_Details_extracted.txt. | VERIFIED |
| paper-06-robust-portfolio-optimization-practice.html | papers | Working Paper | Robust Portfolio Optimization Under Parameter Uncertainty | extracted_refs/portfolio_optimization_palomar_2025.json. | portfolio_opt | memazouni/Book_Equations_to_Capital/extracted_refs/portfolio_optimization_palomar_2025.json. | VERIFIED |
| paper-07-infrastructure-finance-risk-sharing-framework.html | papers | Working Paper | Infrastructure Finance Risk Sharing Framework | extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | Infrastructure | memazouni/Book_Equations_to_Capital/extracted_refs/2023_Book_Advances_in_Infrastructure_Finance_v2_extracted.txt | VERIFIED |
| paper-08-algorithmic-strategy-search-governance.html | papers | Working Paper | Algorithmic Strategy Search Governance and Control | extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | Algo | memazouni/Book_Equations_to_Capital/extracted_refs/2024_Book_Algorithmic_Trading_Systems_and_Strategies_Design_Build_and_Maintain_extracted.txt | VERIFIED |