Page 29 - 論文-黃毓婷V3 MFB

10. Kearney, C. and S. Liu (2014), “Textual Sentiment in Finance: A

Survey of Methods and Models,” International Review of Financial

Analysis, 33, 171-185.

11. Lee, W. (2000), Theory and Methodology of Tactical Asset Allocation,

New York: John Wiley & Sons.

12. Li, D., L. Zhang, and L. Li (2023), “Forecasting Stock Volatility with

Economic Policy Uncertainty: A Smooth Transition GARCH-MIDAS

Model,” International Review of Financial Analysis, 88, Article

102708.

13. Loughran, T. and B. McDonald (2011), “When Is a Liability Not a

Liability? Textual Analysis, Dictionaries, and 10‐Ks,” The Journal of

Finance, 66 (1), 35-65.

14. Meucci, A. (2010), “The Black-Litterman Approach: Original Model

and Extensions,” in The Encyclopedia of Quantitative Finance,

Wiley.

15. Price, S. M., J. S. Doran, D. R. Peterson, and B. A. Bliss (2012),

“Earnings Conference Calls and Stock Returns: The Incremental

Informativeness of Textual Tone,” Journal of Banking & Finance,

36 (4), 992-1011.

16. Sadique, S., F. In, M. Veeraraghavan, and P. Wachtel (2013), “Soft

Information and Economic Activity: Evidence from the Beige Book,”

Journal of Macroeconomics, 37, 81-92.

17. Satchell, S. and A. Scowcroft (2000), “A Demystification of the

Black–Litterman Model: Managing Quantitative and Traditional

Portfolio Construction,” Journal of Asset Management, 1 (2),

138-150.

27