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Report NEP-FMK-2025-10-27
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:
- Gabriele Casto, 2025, "Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics," Papers, arXiv.org, number 2509.23533, Sep.
- Andreas Fuster & Teodora Paligorova & James Vickery, 2025, "Underwater: Strategic Trading and Risk Management in Bank Securities Portfolios," Working Papers, Federal Reserve Bank of Philadelphia, number 25-31, Oct, DOI: 10.21799/frbp.wp.2025.31.
- Tian Guo & Emmanuel Hauptmann, 2025, "Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction," Papers, arXiv.org, number 2510.15691, Oct, revised Nov 2025.
- Visca Tri Winarty & Sena Safarina, 2025, "Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization," Papers, arXiv.org, number 2510.15288, Oct.