The battle of the factors : macroeconomic variables or investor sentiment?
David A. Mascio, Marat Molyboga, Frank J. Fabozzi
| Year of publication: |
2023
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|---|---|
| Authors: | Mascio, David A. ; Molyboga, Marat ; Fabozzi, Frank J. |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 8, p. 2280-2291
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| Subject: | beta optimization | economic variables | machine learning | market-timing strategy | sentiment index | Anlageverhalten | Behavioural finance | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory | CAPM | Wirtschaftsindikator | Economic indicator | Betafaktor | Beta risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432891