The value of in the S&P 500 and the Dow Jones 30 datasets.

The value of in the S&P 500 and the Dow Jones 30 datasets.

<p>The value of in the S&P 500 and the Dow Jones 30 datasets.</p>

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Bibliographic Details
Main Author:	Wen-Yi Lee (16954630) (author)
Other Authors:	Yu-Hsuan Lin (64104) (author), Jing-Rung Yu (16954621) (author), Donald Lien (8784278) (author)
Published:	2025
Subjects:	Biotechnology Cancer Science Policy Environmental Sciences not elsewhere classified Biological Sciences not elsewhere classified Mathematical Sciences not elsewhere classified year investment horizon potentially higher utility improving asset allocation empirical results demonstrate driven parametric adjustments differing asset allocations constructed characteristic vectors proposed model optimizes proposed model accounts parametric portfolio policy parametric portfolio policies characteristic vector construction model selects sentiment variance portfolio model integrating market sentiment variance model market sentiment vector enables variance approach benchmark portfolio incorporate sentiment xlink "> transaction costs study introduces rebalancing data outperforming assets historical returns findings underscore financial crisis conventional mean
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Summary:	<p>The value of in the S&P 500 and the Dow Jones 30 datasets.</p>

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