News beta : factoring sentiment risk into quant models
Peter Hafez and Junqiang Xie
| Year of publication: |
2016
|
|---|---|
| Authors: | Hafez, Peter ; Xie, Junqiang |
| Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 25.2016, 3, p. 88-104
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| Subject: | Betafaktor | Beta risk | CAPM | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | Börsenkurs | Share price | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011930721