Valuable information in early sales proxies: The use of Google search ranks in portfolio optimization

DOI10.1002/for.2547zbMath1414.91345OpenAlexW2885289174WikidataQ129389386 ScholiaQ129389386MaRDI QIDQ5379287

Alexander Kupfer, Josef Zorn

Publication date: 28 May 2019

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2547

zbMATH Keywords

portfolio optimizationKullback-Leibler divergenceasset rankingentropy poolingGoogle search volume

Mathematics Subject Classification ID

Portfolio theory (91G10)

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