Anders G Frøseth

1. Spectral Portfolio Theory: From SGD Weight Matrices to Wealth Dynamics
   2026/03/09 by Anders G Frøseth · 2 voices · 2 citations
   Economics, Econometrics and Finance · Physics and Astronomy · #q-fin.PM #physics.soc-ph
2. A Spectral Generalisation of the Variance Ratio: Eigenstructure of Long-Horizon Portfolio Covariance and a Multi-Memory Factor Model of U.S. Equity Returns
   2026/07/04 by Anders G Frøseth · 1 voice
   Economics, Econometrics and Finance · Physics and Astronomy · #q-fin.ST #physics.soc-ph #q-fin.PM