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Report NEP-FMK-2025-02-17
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:
- Prashant Pilla & Raji Mekonen, 2025, "Forecasting S&P 500 Using LSTM Models," Papers, arXiv.org, number 2501.17366, Jan.
- Ayush Jha & Abootaleb Shirvani & Ali Jaffri & Svetlozar T. Rachev & Frank J. Fabozzi, 2025, "Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks," Papers, arXiv.org, number 2501.15793, Jan.
- Peter Albrecht & Evžen Kočenda, 2025, "Event-Driven Changes in Return Connectedness Among Cryptocurrencies," CESifo Working Paper Series, CESifo, number 11658.
- Heming Chen & Xiaojing Cai, 2025, "Optimal vs. Naive Diversification in the Cryptocurrencies Market: The Role of Time-Varying Moments and Transaction Costs," Papers, arXiv.org, number 2501.12841, Jan, revised Nov 2025.
- Jinghai He & Cheng Hua & Chunyang Zhou & Zeyu Zheng, 2025, "Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information," Papers, arXiv.org, number 2501.17992, Jan.
- Michael Brolley & David Cimon, 2025, "Non-Bank Dealing and Liquidity Bifurcation in Fixed-Income Markets," Staff Working Papers, Bank of Canada, number 25-2, Jan, DOI: 10.34989/swp-2025-2.