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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. Kwang Soo Cheong 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 2509.23533, arXiv.org.
- Andreas Fuster & Teodora Paligorova & James Vickery, 2025. "Underwater: Strategic Trading and Risk Management in Bank Securities Portfolios," Working Papers 25-31, Federal Reserve Bank of Philadelphia.
- Tian Guo & Emmanuel Hauptmann, 2025. "Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction," Papers 2510.15691, arXiv.org, revised Nov 2025.
- Visca Tri Winarty & Sena Safarina, 2025. "Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization," Papers 2510.15288, arXiv.org.