2026-10-09T17:41:36Z https://api.figshare.com/v2/oai

oai:figshare.com:article/33684937 2026-09-13T07:43:39Z category_25321 category_25969 item_type_3 month_year_09_2026

<b>Replication Materials for Dynamic Drawdown Risk Allocation</b> Tchai Tavor (10742679) Finance Financial economics portfolio choice drawdown constraints risk budgets trailing barriers CRRA simulation replication <p dir="ltr">This repository contains the replication materials for a numerical study of dynamic drawdown risk allocation and position-level barrier choice. 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> 2026-09-13T07:43:39Z Dataset Dataset 10.6084/m9.figshare.33684937.v1 https://figshare.com/articles/dataset/_b_Replication_Materials_for_Dynamic_Drawdown_Risk_Allocation_b_/33684937 CC BY 4.0