Report NEP-FMK-2021-05-24

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:

• Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021. "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers 28800, National Bureau of Economic Research, Inc.
• Andrey Sarantsev, 2021. "Optimal Portfolio with Power Utility of Absolute and Relative Wealth," Papers 2105.08139, arXiv.org, revised Jul 2021.
• Bruno P. C. Levy & Hedibert F. Lopes, 2021. "Dynamic Portfolio Allocation in High Dimensions using Sparse Risk Factors," Papers 2105.06584, arXiv.org, revised Nov 2021.
• Thomas Krabichler & Marcus Wunsch, 2021. "Hedging Goals," Papers 2105.07915, arXiv.org, revised Oct 2021.
• Kaufmann, Christoph, 2021. "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series 119, European Systemic Risk Board.