Intelligent asset allocation via market sentiment views
The sentiment index of market participants has been extensively used for stock market prediction in recent years. Many financial information vendors also provide it as a service. However, utilizing market sentiment under the asset allocation framework has been rarely discussed. In this article, we i...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/140388 |
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| Institution: | Nanyang Technological University |
| Language: | English |