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Yuting Chen
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COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic
Y Chen, D Bredin, V Potì, R Matkovskyy
Digital Finance 4 (1), 17-61, 2022
72022
Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Y Chen, V Potì
Economics Letters 235, 111531, 2024
2024
Bubbles Talk: Narrative Augmented Bubble Prediction
Y Chen, D Bredin, V Potì
Michael J. Brennan Irish Finance Working Paper Series Research Paper, 2023
2023
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Articles 1–3