Acknowledgments -- About the author -- The daily blotter -- The business cycle -- Gross domestic product (GDP) -- The labor market and employment -- Retail sales -- National federation of independent businesses NFIB) small business economic trends -- Personal income and outlays -- Housing and...

WThis doctoral thesis focuses on the effects of investor sentiment on asset pricing and the challenges of portfolio optimization under parameter uncertainty. The first essay "Sentiment risk premia in the cross-section of global equity" applies a recently developed sentiment proxy to the...