A novel approach to portfolio selection using news volume and sentiment

Kin-Yip Ho, Kun Tracy Wang, Wanbin Walter Wang

Year of publication:	2023
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
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

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