Mads Pedersen

UBS AG

Bahnhofstrasse 45

Zurich, 8001

Switzerland

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What's in the News? Using News Sentiment Momentum for Tactical Asset Allocation

Journal of Portfolio Management, Vol. 41 (2): pp. 100-112.

Posted: 21 May 2019

Matthias Uhl, Mads Pedersen and Oliver Malitius

University of Zurich - Department Finance, UBS AG and UBS AG

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