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Report NEP-FMK-2024-01-15
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:
- Bo Li, 2023, "An explanation for the distribution characteristics of stock returns," Papers, arXiv.org, number 2312.02472, Dec.
- Tom'as de la Rosa, 2023, "Planning for the Efficient Updating of Mutual Fund Portfolios," Papers, arXiv.org, number 2311.16204, Nov.
- Xiao Cen & Winston Wei Dou & Leonid Kogan & Wei Wu, 2023, "Fund Flows and Income Risk of Fund Managers," NBER Working Papers, National Bureau of Economic Research, Inc, number 31986, Dec.
- Agostino Capponi & Garud Iyengar & Jay Sethuraman, 2023, "Decentralized Finance: Protocols, Risks, and Governance," Papers, arXiv.org, number 2312.01018, Dec.
- Ravi Kashyap, 2023, "DeFi Security: Turning The Weakest Link Into The Strongest Attraction," Papers, arXiv.org, number 2312.00033, Nov.
- Turan G. Bali & Heiner Beckmeyer & Amit Goyal, 2023, "A Joint Factor Model for Bonds, Stocks, and Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-106, Nov.
- Marco Di Maggio & Francesco A. Franzoni & Shimon Kogan & Ran Xing, 2023, "Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-108, Nov.
- Maochun Xu & Zixun Lan & Zheng Tao & Jiawei Du & Zongao Ye, 2023, "Deep Reinforcement Learning for Quantitative Trading," Papers, arXiv.org, number 2312.15730, Dec.