Printed from https://ideas.repec.org/n/nep-fmk/2021-05-24.html
Report NEP-FMK-2021-05-24
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:
- Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021, "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers, National Bureau of Economic Research, Inc, number 28800, May.
- Andrey Sarantsev, 2021, "Optimal Portfolio with Power Utility of Absolute and Relative Wealth," Papers, arXiv.org, number 2105.08139, May, revised Jul 2021.
- Bruno P. C. Levy & Hedibert F. Lopes, 2021, "Dynamic Portfolio Allocation in High Dimensions using Sparse Risk Factors," Papers, arXiv.org, number 2105.06584, May, revised Nov 2021.
- Thomas Krabichler & Marcus Wunsch, 2021, "Hedging Goals," Papers, arXiv.org, number 2105.07915, May, revised Oct 2021.
- Kaufmann, Christoph, 2021, "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series, European Systemic Risk Board, number 119, May.