Printed from https://ideas.repec.org/n/nep-fmk/2020-09-28.html
Report NEP-FMK-2020-09-28
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:
- Hammad, Siddiqi & Austin, Murphy, 2020, "Optimal Resource Allocation in the Brain and the Capital Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 102705, Aug.
- Tengfei Zhang, 2020, "Manager Uncertainty and Cross-Sectional Stock Returns," 2020 Papers, Job Market Papers, number pzh934, Sep.
- Fernando Moraes & Rodrigo De-Losso, 2020, "Risk Factor Centrality and the Cross-Section of Expected Returns," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_17, Sep.
- Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2020, "Manufacturing Risk-free Government Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 27786, Sep.
- Bartłomiej Bollin & Robert Ślepaczuk, 2020, "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-31.
- Fernando Moraes & Rodrigo De-Losso, 2020, "Risk Factors’ CPDAG Roots and the Cross-Section of Expected Returns," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_18, Sep.
- Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," Papers, arXiv.org, number 2009.03394, Sep, revised Jul 2021.