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Report NEP-FMK-2026-05-25
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:
- Kamil Kashif & Robert 'Slepaczuk, 2026, "Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets," Papers, arXiv.org, number 2605.17307, May.
- Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2026, "AlphaGlass: Interpretable Characteristic-Based Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 35186, May.
- Lin William Cong & Ke Tang & Jingyuan Wang, 2026, "AlphaPortfolio: Goal-Oriented Investment Management Through Deep Reinforcement Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 35195, May.
- Winston Wei Dou & Wei Wang & Wenyu Wang, 2026, "The Cost of Intermediary Market Power for Distressed Borrowers," NBER Working Papers, National Bureau of Economic Research, Inc, number 35206, May.
- Yosuke Fukunishi & Haorong Qiu & Akihiko Takahashi, 2026, "Generating Synthetic Stock Return Distributions with Diffusion Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1273, May.
- Domagoj Ćorić & Matej Kožnjak & Dražen Smiljanić, 2026, "European and US capital markets: Which econometric approach is the best fit?," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2603, Apr.
- Xin Li & Yan Ke & Longbing Cao, 2026, "Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization," Papers, arXiv.org, number 2605.09310, May.
- Bjorn Lofdahl Grelsson, 2026, "On the modeling assumptions of Historical Simulation for Value-at-Risk," Papers, arXiv.org, number 2605.10066, May.
- Kirill Zernikov, 2026, "What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation," Papers, arXiv.org, number 2605.21696, May.