Machine-learning the skill of mutual fund managers
Ron Kaniel, Zihan Lin, Markus Pelger, Stijn Van Nieuwerburgh
| Year of publication: |
2023
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|---|---|
| Authors: | Kaniel, Ron ; Lin, Zihan ; Pelger, Markus ; Nieuwerburgh, Stijn van |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 150.2023, 1, p. 94-138
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| Subject: | Mutual fund performance | Fund flow | Momentum | Machine learning | Sentiment | Big data | Neural networks | Investmentfonds | Investment Fund | Neuronale Netze | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Big Data | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2023.07.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014421127