Machine-Learning the Skill of Mutual Fund Managers
收藏数据链接：
官方服务：
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
