Narrative-Based Asset Allocation

Log in to collect

Academic paper

Quantifying Narratives and their Impact on Financial Markets

AuthorsRajeev Bhargava; Xiaoxia Lou; Gideon Ozik; Ronnie Sadka; Travis Whitmore

Institute
  • State Street (United States)
  • State Street Associates
  • University of Delaware
  • University of Delaware - Alfred Lerner College of Business and Economics
  • Ecole des Hautes Etudes Commerciales du Nord
  • EDHEC Business School
  • Boston College
  • Boston College - Carroll School of Management
  • State Street Corporate

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.