What’s in the News? Using News Sentiment Momentum for Tactical Asset Allocation

Matthias W. Uhl; Mads Pedersen; Oliver Malitius

doi:10.3905/jpm.2015.41.2.100

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.

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For correspondence: matthias-w.uhl@ubs.com

Mads Pedersen

is a managing director at UBS AG in Zurich, Switzerland.

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For correspondence: mads.pedersen@ubs.com

Oliver Malitius

is an executive director at UBS AG in Zurich, Switzerland.

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For correspondence: oliver.malitius@ubs.com

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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

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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

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