Equity portfolio risk estimation using market information and sentiment
2009; Taylor & Francis; Volume: 9; Issue: 8 Linguagem: Inglês
10.1080/14697680903448361
ISSN1469-7696
AutoresLeela Mitra, Gautam Mitra, Dan Dibartolomeo¶,
Tópico(s)Financial Risk and Volatility Modeling
ResumoClick to increase image sizeClick to decrease image size Acknowledgements CARISMA and Leela Mitra gratefully acknowledge the financial sponsorship provided by RavenPack International S.L. RavenPack also supplied the news sentiment data used in this study (see the appendix for further details). The authors would also like to express their gratitude to Editor-in-chief Michael Dempster and an anonymous referee for their assistance during the preparation of this article. Additional informationNotes on contributorsDan Dibartolomeo¶¶Visiting professor at CARISMA. ¶Visiting professor at CARISMA.
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