Machine-Learning the Skill of Mutual Fund Managers
收藏NBER2022-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29723
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资源简介：
We show, using machine learning, that fund characteristics can consistently differentiate high from low-performing mutual funds, as well as identify funds with net-of-fees abnormal returns. Fund momentum and fund flow are the most important predictors of future risk-adjusted fund performance, while
提供机构：
美国国家经济研究局
创建时间：
2022-02-01
