RT Journal Article SR Electronic T1 Persistent Interest Portfolios: Marrying Web Search Data with Mean–Variance Theory JF The Journal of Investing FD Institutional Investor Journals SP 135 OP 141 DO 10.3905/joi.2016.25.3.135 VO 25 IS 3 A1 Daniel Nadler A1 Anatoly B. Schmidt YR 2016 UL https://pm-research.com/content/25/3/135.abstract AB Using Web search data obtained with Google Trends, the authors find that some companies among the S&P 500 Index constituents have persistently high search scores. Many of these companies provide consumer products/services. Mean–variance-optimal portfolios composed of these companies significantly outperform the S&P 500 Index and the consumer-related exchange-traded funds over the 2009–2015 period. The authors conclude that the information from Web searches may be helpful for identifying optimal portfolios.TOPICS: Exchange-traded funds and applications, statistical methods