Quant Letter: May 2024, Week-4
Weekly (47th Edition)
ArXiv
Finance
Ponzi Funds: The study suggests that investors' pursuit of high returns from active funds can predict ETF bubbles and crashes, and that a fund's liquidity can indicate its potential for inflated returns. (2024-05-21, shares: 4)
Deep Penalty Methods: A proposed deep learning algorithm for optimal stopping problems shows accuracy and efficiency…
