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Report NEP-FMK-2021-05-03
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:
- Maya Jalloul & Mirela Miescu, 2021, "Equity Market Connectedness across Regimes of Geopolitical Risks," Working Papers, Lancaster University Management School, Economics Department, number 324219805.
- Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang, 2021, "Financial Risk Meter based on expectiles," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-008.
- Jonathan Huntley & Valentina Michelangeli & Felix Reichling, 2021, "What drives investors to chase returns?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1334, Apr.
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021, "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021003, Mar.
- Christopher G. Lamoureux & Huacheng Zhang, 2021, "An Empirical Assessment of Characteristics and Optimal Portfolios," Papers, arXiv.org, number 2104.12975, Apr, revised Feb 2024.