@article{excursionrisk,
  title = {Model-free Analysis of Dynamic Trading Strategies},
  author = {Anna Ananova and Rama Cont and Renyuan Xu},
  year = {2020},
  eprint = {2011.02870},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2011.02870v3},
}