Economic Narratives in Portfolio Management
Machine learning models incorporating economic narratives into market portfolio management have been found to outperform benchmarks, particularly during recessions and high investor sentiment periods.
Featured in No. 44 on 10 Apr 2024 ·
- Released
- 16 Nov 2023
- First featured
- No. 44 · 10 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- 275
- Identifier
- SSRN 4783643
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