News beta : factoring sentiment risk into quant models
Year of publication: |
2016
|
---|---|
Authors: | Hafez, Peter ; Xie, Junqiang |
Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 25.2016, 3, p. 88-104
|
Subject: | Theorie | Theory | Betafaktor | Beta risk | Portfolio-Management | Portfolio selection | Risiko | Risk | CAPM | Ankündigungseffekt | Announcement effect |
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