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...

1: Introductory editorial, Marielle De Jong, Cécile Diana, Julie Malbois: Journal of Asset Management 2021, 2021: 77 (18, March 2021) -- 2: The impact of corporate social responsibility on corporate financial performance and credit ratings in Japan, Frank J. Fabozzi, Peck Wah Ng, Diana E....