Public mood – driven asset allocation : the importance of financial sentiment in portfolio management

• المؤلفون الرئيسيون: Malandri, Lorenzo, Xing, Frank Z., Orsenigo, Carlotta, Vercellis, Carlo, Cambria, Erik
• مؤلفون آخرون: School of Computer Science and Engineering
• التنسيق: مقال
• اللغة: English
• منشور في: 2020
• الموضوعات: Engineering::Computer science and engineering; Portfolio Allocation; Sentiment Analysis
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/141798
• المؤسسة: Nanyang Technological University

The study of the impact of investor sentiment on stock returns has gained increasing momentum in the past few years. It has been widely accepted that public mood is correlated with financial markets. However, only a few studies discussed how the public mood would affect one of the fundamental proble...