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Report NEP-FMK-2022-02-07
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:
- Habis, Helga & Perge, Laura, 2022, "A Three-Period Extension of The CAPM," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2022/01, Jan.
- Sarantis Tsiaplias & Qi Zeng & Guay Lim, 2021, "Retail investor expectations and trading preferences," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2021n27, Dec.
- Yuanrong Wang & Tomaso Aste, 2021, "Dynamic Portfolio Optimization with Inverse Covariance Clustering," Papers, arXiv.org, number 2112.15499, Dec, revised Jan 2022.
- Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022, "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202203, Jan.