Exploiting investor sentiment for portfolio optimization
Year of publication: |
2019
|
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Authors: | Banholzer, Nicolas ; Heiden, Sebastian ; Schneller, Dominik |
Published in: |
Business research. - Heidelberg : Springer, ISSN 2198-2627, ZDB-ID 2426376-X. - Vol. 12.2019, 2, p. 671-702
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Subject: | Portfolio optimization | Investor sentiment | Copula opinion pooling | Behavioral finance | Theorie | Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Multivariate Verteilung | Multivariate distribution |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s40685-018-0062-6 [DOI] hdl:10419/233129 [Handle] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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