Table · dataset · 2026
<b>Replication Materials for Dynamic Drawdown Risk Allocation</b>
Listed in figshare
<p dir="ltr">This repository contains the replication materials for a numerical study of dynamic drawdown risk allocation and position-level barrier choice.
Description
The package includes the implementation code, frozen policy-selection records, independent holdout evaluation results, execution logs, protocol documentation, verification outputs, and SHA-256 manifests.</p><p dir="ltr">The reported numerical exercise uses a pre-specified calibration with separate policy-selection and evaluation samples.
Policy selection was performed using 20,000 simulated paths under seed 101, followed by a single independent evaluation on 20,000 disjoint paths under seed 202. Bootstrap inference uses 10,000 replications under seed 404.</p><p dir="ltr">The archive also contains integrity checks linking the implementation files to the frozen selection record and the reported evaluation results. A README file describes the package structure and the role of each file.</p><p dir="ltr">The materials are intended to support independent verification and replication of the numerical results reported in the associated research study.</p>
Links
Where it is published
- DOI doi.org/10.6084/m9.figshare.33684937.v1 ↗
DOI / persistent id · from figshare com
Catalogue records · 1
- OAI-PMH record api.figshare.com/v2/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Af… ↗
metadata API · from figshare com
Topics
Provenance · 1 source records, 19 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| figshare | oai:figshare.com:article/33684937 | 7 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].anzsrc:field:350202 | mapping · figshare com | vocabulary-mapper@1.0.0 | keywords['Finance'] |
| concepts[field].anzsrc:field:380107 | mapping · figshare com | vocabulary-mapper@1.0.0 | keywords['Financial economics'] |
| concepts[field].local:field:astronomy | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:chemistry | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:computer-science-ai | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:earth-environmental | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:engineering | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:humanities | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:medicine-health | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:ocean-atmospheric | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[field].local:field:social-science | mapping · figshare com | connector:figshare_com@1.0.0 | |
| concepts[method].local:method:simulation | mapping · figshare com | vocabulary-mapper@1.0.0 | keywords['simulation'] |
| description | source · figshare com | connector:figshare_com@1.0.0 | /metadata/dc/description |
| license | source · figshare com | connector:figshare_com@1.0.0 | /metadata/dc/rights |
| publication_date | source · figshare com | connector:figshare_com@1.0.0 | |
| title | source · figshare com | connector:figshare_com@1.0.0 | /metadata/dc/title |