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Report NEP-FMK-2021-12-13
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:
- Andrew Hawley & Ke Wang, 2021, "Credit Portfolio Convergence in U.S. Banks since the COVID-19 Shock," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-11-26-1, Nov, DOI: 10.17016/2380-7172.2995.
- Berk, Jonathan B. & van Binsbergen, Jules H., 2021, "The Impact of Impact Investing," Research Papers, Stanford University, Graduate School of Business, number 3981, Oct.
- Matic, Jovanka & Packham, Natalie & Härdle, Wolfgang, 2021, "Hedging cryptocurrency options," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-021.
- Francesco Cesarone & Manuel L Martino & Fabio Tardella, 2021, "Mean-Variance-VaR portfolios: MIQP formulation and performance analysis," Papers, arXiv.org, number 2111.09773, Nov.
- Xiao-Yang Liu & Hongyang Yang & Jiechao Gao & Christina Dan Wang, 2021, "FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance," Papers, arXiv.org, number 2111.09395, Nov.
- Chao Zhang & Zihao Zhang & Mihai Cucuringu & Stefan Zohren, 2021, "A Universal End-to-End Approach to Portfolio Optimization via Deep Learning," Papers, arXiv.org, number 2111.09170, Nov.
- Radwanski, Juliusz, 2021, "The Equilibrium Value of Bitcoin," MPRA Paper, University Library of Munich, Germany, number 110746, Nov.
- Vaiva Vasiliauskaite & Fabrizio Lillo & Nino Antulov-Fantulin, 2021, "Information dynamics of price and liquidity around the 2017 Bitcoin markets crash," Papers, arXiv.org, number 2111.09057, Nov.
- Maxime Merli & Antoine Parent & Cécile Edlinger, 2021, "Portfolio advice before modern portfolio theory : the Belle Époque for french analyst Alfred Neymarck," Post-Print, HAL, number hal-03403339, DOI: 10.1080/00076791.2019.1676231.