The battle of the factors : macroeconomic variables or investor sentiment?
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
|
Subject: | beta optimization | economic variables | machine learning | market-timing strategy | sentiment index | Theorie | Theory | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator |
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