Bearing the bear : sentiment-based disagreement in multi-criteria portfolio optimization
Glogger S., Heiden S., Schneller D.
| Year of publication: |
2019
|
|---|---|
| Authors: | Glogger, S. ; Heiden, Sebastian ; Schneller, Dominik |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 47-53
|
| Subject: | Investor sentiment | Multi-criteria optimization | Portfolio optimization | Sentiment-based disagreement | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Anlageverhalten | Behavioural finance | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.04.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012421052