Machine learning and fund characteristics help to select mutual funds with positive alpha
Victor DeMiguel, Javier Gil-Bazo, Francisco J. Nogales, André A.P. Santos
| Year of publication: |
2023
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|---|---|
| Authors: | DeMiguel, Victor ; Gil-Bazo, Javier ; Nogales, Francisco J. ; Santos, André A. P. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 150.2023, 3, p. 1-22
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| Subject: | Active asset management | Machine learning | Mutual-fund misallocation | Mutual-fund performance | Nonlinearities and interactions | Tradable strategies | Investmentfonds | Investment Fund | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2023.103737 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462654