The mean-variance relation and the role of institutional investor sentiment

DOI10.1016/J.ECONLET.2018.04.008zbMath1397.62441OpenAlexW2797879079WikidataQ129984089 ScholiaQ129984089MaRDI QIDQ1787606

Wenzhao Wang

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.04.008

zbMATH Keywords

risk-return tradeoffinstitutional investor sentimentmean-variance relation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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