A reliability-aware framework for ETF tail-risk monitoring integrates service-time quality checks, lower-tail predictions, uncertainty scoring, and adjustments, showing empirical improvements especially during stressed periods and under simulated data degradation.
On the relation between the expected value and the volatility of the nominal excess return on stocks
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Reliability-Aware ETF Tail-Risk Monitoring
A reliability-aware framework for ETF tail-risk monitoring integrates service-time quality checks, lower-tail predictions, uncertainty scoring, and adjustments, showing empirical improvements especially during stressed periods and under simulated data degradation.