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

• Main Authors: Malandri, Lorenzo, Xing, Frank Z., Orsenigo, Carlotta, Vercellis, Carlo, Cambria, Erik
• Other Authors: School of Computer Science and Engineering
• Format: Article
• Language: English
• Published: 2020
• Subjects: Engineering::Computer science and engineering; Portfolio Allocation; Sentiment Analysis
• Online Access: https://hdl.handle.net/10356/141798
• Institution: 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...