Matthias Uhl

University of Zurich - Department of Banking and Finance

Sch├Ânberggasse 1

Z├╝rich, 8001

Switzerland

SCHOLARLY PAPERS

12

DOWNLOADS

405

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (12)

1.

News Sentiment and Sovereign Credit Risk

Number of pages: 41 Posted: 09 Jun 2016 Last Revised: 26 Apr 2019
Imperial College Business School, University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and Yining Shi
Downloads 177 (171,327)

Abstract:

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CDS, Sovereign Risk, Credit Risk Premium, Media Tone

2.

News Sentiment - A New Yield Curve Factor

Journal of Behavioral Finance, Vol. 19 (3), 2018.
Number of pages: 30 Posted: 08 Aug 2017 Last Revised: 16 Jun 2018
Nina Gotthelf and Matthias Uhl
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 123 (231,014)

Abstract:

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Behavioral Finance, News Sentiment, Duration, Yield Curve

3.

Emotions Matter: Sentiment and Momentum in Foreign Exchange

Journal of Behavioral Finance, Vol. 18, Issue 3, 249-257, 2017
Number of pages: 21 Posted: 04 Mar 2016 Last Revised: 20 Apr 2018
Matthias Uhl
University of Zurich - Department of Banking and Finance
Downloads 72 (327,314)

Abstract:

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Behavioral Finance, News Sentiment, Foreign Exchange, Low-pass Filtering, Window Techniques

4.

The Compensation Portfolio

Finance Research Letters (2018)
Number of pages: 13 Posted: 04 Mar 2018 Last Revised: 20 Apr 2018
Philippe Rohner and Matthias Uhl
University of Zurich - Swiss Banking Institute (ISB) and University of Zurich - Department of Banking and Finance
Downloads 33 (457,907)

Abstract:

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Optimization, goal-based investing, compensation portfolio

5.

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 of Banking and Finance, UBS AG and UBS AG

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CUSUM filter techniques, News Sentiment, Tactical Asset Allocation

6.

Increasing Investor Happiness with Holistic and Goal-Based Investment Advice

Journal of Wealth Management, 20 (4), pp. 22-28, https://doi.org/10.3905/jwm.2018.20.4.022
Posted: 20 May 2019
Matthias Uhl and Philippe Rohner
University of Zurich - Department of Banking and Finance and University of Zurich - Swiss Banking Institute (ISB)

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Wealth Management, Holistic Advice, Goal-Based Investing, Investor Happiness

7.

Robo-Advisors vs. Traditional Investment Advisors - An Unequal Game

Journal of Wealth Management, Summer 2018, Vol. 21 (1), pp. 44-50., https://doi.org/10.3905/jwm.2018.21.1.044
Posted: 20 May 2019
Philippe Rohner and Matthias Uhl
University of Zurich - Swiss Banking Institute (ISB) and University of Zurich - Department of Banking and Finance

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Wealth management, robo-advice, passive investing, cost-efficiency, behavioral biases

8.

Volatility Aversion in the Options Market Based on News Sentiment

Journal of Derivatives, Summer 2018, Vol. 25 (4), pp. 24-35, https://doi.org/10.3905/jod.2018.25.4.024
Posted: 20 May 2019
Matthias Uhl
University of Zurich - Department of Banking and Finance

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Options, Implied Volatility, News Sentiment, Volatility Aversion

9.

Investing in US 10-Year Yields with News Sentiment

Journal of Investing, Forthcoming
Posted: 14 Aug 2017 Last Revised: 21 May 2019
Nina Gotthelf and Matthias Uhl
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance

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Behavioral Finance, News Sentiment, Duration, Trading Strategies

10.

Reuters Sentiment and Stock Returns

Journal of Behavioral Finance, Vol 15 (4), pp. 287-298, 2014
Posted: 10 Sep 2011 Last Revised: 05 Mar 2016
Matthias Uhl
University of Zurich - Department of Banking and Finance

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Reuters sentiment, stock returns, out-of-sample forecasts, vector error correction model

11.

Explaining US Consumer Behavior with News Sentiment

ACM Transaction on Management Information Systems, Vol. 2, No. 2, Art. 9. (2011)
Posted: 10 Nov 2010 Last Revised: 24 Aug 2012
Matthias Uhl
University of Zurich - Department of Banking and Finance

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news sentiment, consumer sentiment, private consumption

12.

And Action: TV Sentiment and the US Consumer

Applied Economics Letters, Vol. 19, No. 11, 2012
Posted: 10 Nov 2010 Last Revised: 24 Aug 2012
Matthias Uhl
University of Zurich - Department of Banking and Finance

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TV sentiment, consumer sentiment, private consumption