Tag: Asset Allocation Strategy

Research tagged with #Asset Allocation Strategy

• BERT-based News Sentiment Analysis and Black-Litterman Asset Allocation (KCI)

  Published: 31 Oct, 2023 |  at  09:00 AM

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  • Data Intelligence
  • Published (KCI)
  • Finance
  • Asset Allocation Strategy

  Published in the Korean Journal of Financial Management. Integrating unstructured cognitive data (news sentiment via BERT) into quantitative financial portfolio optimization.