Printed from https://ideas.repec.org/n/nep-fmk/2015-05-22.html
Report NEP-FMK-2015-05-22
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- David M. Arseneau & David E. Rappoport & Alexandros Vardoulakis, 2015, "Secondary Market Liquidity and the Optimal Capital Structure," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-31, May, DOI: 10.17016/FEDS.2015.031.
- Georg Mainik & Georgi Mitov & Ludger Ruschendorf, 2015, "Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz," Papers, arXiv.org, number 1505.04045, May.
- Benedikt Rotermann & Bernd Wilfling, 2015, "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4015, May.
- George M. Constantinides & Lei Lian, 2015, "The Supply and Demand of S&P 500 Put Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21161, May.
- Debaere, Peter & Evans, Richard B., 2015, "Outsourcing vs. Integration in the Mutual Fund Industry: An Incomplete Contracting Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10599, May.
- Xin Guo & Zhao Ruan & Lingjiong Zhu, 2015, "Dynamics of Order Positions and Related Queues in a Limit Order Book," Papers, arXiv.org, number 1505.04810, May, revised Oct 2015.
- Geromichalos, Athanasios & Jung, Kuk Mo, 2015, "An Over-the-Counter Approach to the FOREX Market," MPRA Paper, University Library of Munich, Germany, number 64402.
- J-F Carpantier & W N Vermeulen, 2014, "Emergence of Sovereign Wealth Funds," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 148, Nov.