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Report NEP-FMK-2022-07-18
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:
- Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2022, "Hedge Fund Performance: A Quantitative Survey," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 260612.
- Giorgio Costa & Garud N. Iyengar, 2022, "Distributionally Robust End-to-End Portfolio Construction," Papers, arXiv.org, number 2206.05134, Jun.
- Naz Koont & Yiming Ma & Lubos Pastor & Yao Zeng, 2022, "Steering a Ship in Illiquid Waters: Active Management of Passive Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 30039, May.
- Huifang Huang & Ting Gao & Yi Gui & Jin Guo & Peng Zhang, 2022, "Stock Trading Optimization through Model-based Reinforcement Learning with Resistance Support Relative Strength," Papers, arXiv.org, number 2205.15056, May.
- Damian Kisiel & Denise Gorse, 2022, "Portfolio Transformer for Attention-Based Asset Allocation," Papers, arXiv.org, number 2206.03246, Jun.
- Luciano Somoza & Antoine Didisheim, 2022, "The End of the Crypto-Diversification Myth," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-53, Jun.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
- David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022, "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers, University of Pretoria, Department of Economics, number 202228, Jun.
- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2022, "The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys," NBER Working Papers, National Bureau of Economic Research, Inc, number 30089, May.