Factor timing with investor sentiment
Fuwei Jiang, Wei Ning, and Hao Xue
| Year of publication: |
2023
|
|---|---|
| Authors: | Jiang, Fuwei ; Ning, Wei ; Xue, Hao |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 24.2023, 2, p. 401-437
|
| Subject: | Factor timing | Investor sentiment | Sparse PCA | Nonparametric regression | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitalmarktrendite | Capital market returns | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process | Diskontierung | Discounting |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014518959