Report NEP-FMK-2023-11-20

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.

Other reports in NEP-FMK

The following items were announced in this report:

• Sebastian Doerr & Jon Frost & Leonardo Gambacorta & Vatsala Shreeti, 2023. "Big techs in finance," BIS Working Papers 1129, Bank for International Settlements.
• Donggyu Kim & Minseog Oh, 2023. "Dynamic Realized Minimum Variance Portfolio Models," Papers 2310.13511, arXiv.org.
• Albert S. (Pete) & Karamfil Todorov, 2023. "The cumulant risk premium," BIS Working Papers 1128, Bank for International Settlements.
• António Afonso & José Alves & Sofia Monteiro, 2023. "Banks’ Portfolio of Government Debt and Sovereign Risk," CESifo Working Paper Series 10692, CESifo.
• Jungjun Park & Andrew L. Nguyen, 2023. "Black-Litterman Asset Allocation under Hidden Truncation Distribution," Papers 2310.12333, arXiv.org.
• Jaydip Sen & Arup Dasgupta & Subhasis Dasgupta & Sayantani Roychoudhury, 2023. "A Portfolio Rebalancing Approach for the Indian Stock Market," Papers 2310.09770, arXiv.org.