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

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...

Full description

Bibliographic Details
Main Authors: Malandri, Lorenzo, Xing, Frank Z., Orsenigo, Carlotta, Vercellis, Carlo, Cambria, Erik
Other Authors: School of Computer Science and Engineering
Format: Journal Article
Language:English
Published: 2020
Subjects:
Online Access:https://hdl.handle.net/10356/141798