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Report NEP-FMK-2023-11-20
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:
- Sebastian Doerr & Jon Frost & Leonardo Gambacorta & Vatsala Shreeti, 2023, "Big techs in finance," BIS Working Papers, Bank for International Settlements, number 1129, Oct.
- Donggyu Kim & Minseog Oh, 2023, "Dynamic Realized Minimum Variance Portfolio Models," Papers, arXiv.org, number 2310.13511, Oct.
- Albert S. (Pete) & Karamfil Todorov, 2023, "The cumulant risk premium," BIS Working Papers, Bank for International Settlements, number 1128, Oct.
- António Afonso & José Alves & Sofia Monteiro, 2023, "Banks’ Portfolio of Government Debt and Sovereign Risk," CESifo Working Paper Series, CESifo, number 10692.
- Jungjun Park & Andrew L. Nguyen, 2023, "Black-Litterman Asset Allocation under Hidden Truncation Distribution," Papers, arXiv.org, number 2310.12333, Oct.
- Jaydip Sen & Arup Dasgupta & Subhasis Dasgupta & Sayantani Roychoudhury, 2023, "A Portfolio Rebalancing Approach for the Indian Stock Market," Papers, arXiv.org, number 2310.09770, Oct.