Report NEP-FMK-2017-04-16

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Tenani, Paulo Sérgio, 2017. "Reinterpreting the mutual fund theorem: the risk portfolio as a tactical overlay," Textos para discussão 438, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• José Renato Haas Ornelas & Roberto Baltieri Mauad, 2017. "Volatility risk premia and future commodities returns," BIS Working Papers 619, Bank for International Settlements.
• Hoechle, Daniel & Karthaus, Larissa & Schmid, Markus, 2017. "The Long-Term Performance of IPO’s, Revisited," Working Papers on Finance 1706, University of St. Gallen, School of Finance.