Investor sentiment and the mean-variance relation

Keyphrases

• Investor Sentiment 100%
• Mean-variance Relation 100%
• Mean-variance Tradeoff 100%
• Stock Market 50%
• Volatility 50%
• Conditional Variance 50%
• Traders 50%
• Positive Mean 50%
• Excess Returns 50%
• Expected Excess 50%

Economics, Econometrics and Finance

• Investor Sentiment 100%
• Volatility 50%