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Report NEP-FMK-2021-12-06
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:
- Fabio Alessandrini & David Baptista Balula & Eric Jondeau, 2021, "ESG Screening in the Fixed-Income Universe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-77, Nov.
- Rocco Ciciretti & Ambrogio Dalò & Giovanni Ferri, 2021, "Herding and Anti-Herding Across ESG Funds," CEIS Research Paper, Tor Vergata University, CEIS, number 524, Nov, revised 05 Nov 2021.
- Kjell G. Nyborg & Jiri Woschitz, 2021, "The Price of Money: How Collateral Policy Affects the Yield Curve," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-74, Nov.
- Sattarhoff, Cristina & Lux, Thomas, 2021, "Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2021-02.
- Jaydip Sen & Abhishek Dutta & Sidra Mehtab, 2021, "Stock Portfolio Optimization Using a Deep Learning LSTM Model," Papers, arXiv.org, number 2111.04709, Nov.
- Mao Guan & Xiao-Yang Liu, 2021, "Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach," Papers, arXiv.org, number 2111.03995, Nov, revised Dec 2021.
- Anders Nõu & Darya Lapitskaya & Mustafa Hakan Eratalay & Rajesh Sharma, 2021, "Predicting Stock Return And Volatility With Machine Learning And Econometric Models: A Comparative Case Study Of The Baltic Stock Market," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 135.
- Jaydip Sen & Saikat Mondal & Sidra Mehtab, 2021, "Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model," Papers, arXiv.org, number 2111.04976, Nov.