Yannick Kälber
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  • Yannick Kälber

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    • Yannick Kälber
    • 21 Oct 2026
      • created 21 Oct 2026 08:18
      • updated 28 Oct 2026 07:24

    Optimal Rebalancing under Fixed and Variable Trading Costs

    • Yannick Kälber
    • 24 Feb 2026
      • created 24 Feb 2026 10:04
      • updated 2 Mar 2026 07:45

    Multivariate Break-Even Correlation Thresholds

    • Yannick Kälber
    • 7 Feb 2026
      • created 7 Feb 2026 12:27
      • updated 27 Oct 2026 10:30

    A Linear Regression’s Predictions are Relevance-Weighted Averages of Past Outcomes

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