Portfolio Selection with Herd Behavior Index
The article introduces a method to create optimal portfolios using the Herd Behavior Index (HIX), which measures the synchronicity of stock price movements.
Featured in No. 83 on 23 Jan 2025 · 8 days after release
- Released
- 15 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
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- 14
- Identifier
- SSRN 5097813
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).