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Report NEP-FMK-2022-02-21
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:
- Krämer-Eis, Helmut & Botsari, Antonia & Lang, Frank & Mandys, Filip, 2021, "EIF Private Equity Mid-Market Survey: Fund managers' perception of EIF's value added," EIF Working Paper Series, European Investment Fund (EIF), number 2021/77.
- S{o}ren Fiig Jarner, 2022, "Strategic mean-variance investing under mean-reverting stock returns," Papers, arXiv.org, number 2201.05375, Jan.
- W. Blake Marsh, 2022, "Supervisory Stringency, Payout Restrictions, and Bank Equity Prices," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 22-01, Jan, DOI: 10.18651/RWP2022-01.
- Bohdan M. Pavlyshenko, 2022, "Bitcoin Price Predictive Modeling Using Expert Correction," Papers, arXiv.org, number 2201.02729, Jan.
- Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2022, "Sovereign Bonds since Waterloo," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1993.
- Jinping Zhang & Keming Zhang, 2022, "Portfolio selection models based on interval-valued conditional value at risk (ICVaR) and empirical analysis," Papers, arXiv.org, number 2201.02987, Jan, revised Jul 2022.
- Andreas Fuster & David O. Lucca & James I. Vickery, 2022, "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-13, Feb.
- Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2022, "Incorporating ESG into optimal stock portfolios for the global timber & forestry industry," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 490, Feb.
- Jaydip Sen & Ashwin Kumar R S & Geetha Joseph & Kaushik Muthukrishnan & Koushik Tulasi & Praveen Varukolu, 2022, "Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market," Papers, arXiv.org, number 2201.05570, Jan.