Sentiment and covariance characteristics
Vu Le Tran
| Year of publication: |
2023
|
|---|---|
| Authors: | Tran, Vu Le |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 86.2023, p. 1-22
|
| Subject: | Characteristics | Factor model | Risk | Sentiment model | Faktorenanalyse | Factor analysis | Theorie | Theory | Emotion | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102533 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248599