Applying News Sentiment for Optimizing Strategic Asset Allocations

Philippe Rohner and Matthias W. Uhl
The Journal of Investing February 2022, 31 (2) 24-37; DOI: https://doi.org/10.3905/joi.2021.1.203

Article Information

vol. 31 no. 2 24-37
DOI 
https://doi.org/10.3905/joi.2021.1.203
Published By 
Pageant Media Ltd
Print ISSN 
1068-0896
Online ISSN 
2168-8613
History 
  • Published online February 1, 2022.

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© 2022 Pageant Media Ltd

Author Information

  1. Philippe Rohner
    1. is COO at PPCmetrics and a lecturer at University of Zurich in Zurich, Switzerland. (philippe.rohner{at}bf.uzh.ch)
  2. Matthias W. Uhl
    1. is head of analytics & quant modeling (AQM) at UBS Asset Management, Investment Solutions and a lecturer at the University of Zurich in Zurich, Switzerland. (matthias.uhl3{at}uzh.ch)
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Applying News Sentiment for Optimizing Strategic Asset Allocations
Philippe Rohner, Matthias W. Uhl
The Journal of Investing Jan 2022, 31 (2) 24-37; DOI: 10.3905/joi.2021.1.203
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