What’s in the News? Using News Sentiment Momentum for Tactical Asset Allocation
Matthias W. Uhl, Mads Pedersen and Oliver Malitius
The Journal of Portfolio Management Winter 2015, 41 (2) 100-112; DOI: https://doi.org/10.3905/jpm.2015.41.2.100
Matthias W. Uhl
is a director at UBS AG in Zurich, Switzerland.
Mads Pedersen
is a managing director at UBS AG in Zurich, Switzerland.
Oliver Malitius
is an executive director at UBS AG in Zurich, Switzerland.
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What’s in the News? Using News Sentiment Momentum for Tactical Asset Allocation
Matthias W. Uhl, Mads Pedersen, Oliver Malitius
The Journal of Portfolio Management Jan 2015, 41 (2) 100-112; DOI: 10.3905/jpm.2015.41.2.100