Investor sentiment and the risk-return relation : a two-in-one approach
Year of publication: |
2024
|
---|---|
Authors: | Duxbury, Darren ; Wang, Wenzhao |
Subject: | beta-return relation | institutional investor sentiment | mean-variance relation | retail investor sentiment | risk-return relation | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Institutioneller Investor | Institutional investor | Portfolio-Management | Portfolio selection | Emotion | Risiko | Risk | Volatilität | Volatility |
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