A novel approach to portfolio selection using news volume and sentiment
Kin-Yip Ho, Kun Tracy Wang, Wanbin Walter Wang
| Year of publication: |
2023
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| Authors: | Ho, Kin-Yip ; Wang, Kun ; Wang, Wanbin Walter |
| Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 23.2023, 4, p. 903-917
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| Subject: | kNN | Markowitz's mean-variance optimization method | news media | news sentiment | portfolio selection | Portfolio-Management | Portfolio selection | Ankündigungseffekt | Announcement effect | Mediale Berichterstattung | Media coverage | Anlageverhalten | Behavioural finance | Mathematische Optimierung | Mathematical programming | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12427 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014440425