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Public Mood-Driven Asset Allocation: the Importance of Financial Sentiment in Portfolio Management.
Lorenzo Malandri
Frank Z. Xing
Carlotta Orsenigo
Carlo Vercellis
Erik Cambria
Published in:
Cogn. Comput. (2018)
Keyphrases
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portfolio management
asset allocation
portfolio optimization
financial data
portfolio selection
transaction costs
sharpe ratio
decision making
stock market
factor analysis
simulated annealing
risk management
optimization methods
robust optimization