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What’s in the News? Using News Sentiment Momentum for Tactical Asset Allocation
Uhl, Matthias W, Pedersen, Mads, Malitius, OliverVolume:
41
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2015.41.2.100
Date:
January, 2015
File:
PDF, 2.17 MB
english, 2015