Can machine learning help to select portfolios of mutual funds?
Victor DeMiguel, Javier Gil-Bazo, Francisco J. Nogales, André A. P. Santos
| Year of publication: |
March 2021
|
|---|---|
| Authors: | DeMiguel, Victor ; Gil-Bazo, Javier ; Nogales, Francisco J. ; Santos, André A. P. |
| Publisher: |
Barcelona : GSE, Graduate School of Economics |
| Subject: | Mutual fund performance | performance predictability | active management | machine learning | elastic net | random forests | gradient boosting | Investmentfonds | Investment Fund | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
freely available
| Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
|---|---|
| Series: | Barcelona GSE working paper series : working paper. - Barcelona, ZDB-ID 2777474-0. - Vol. no 1245 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012822132