Can machine learning help to select portfolios of mutual funds?
Year of publication: |
March 2021 ; This version: March 24, 2021
|
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Authors: | DeMiguel, Victor ; Gil-Bazo, Javier ; Nogales, Francisco J. ; Santos, André A. P. |
Publisher: |
Barcelona : Universitat Pompeu Fabra, Department of Economics and Business |
Subject: | Mutual fund performance | performance predictability | active management | machine learning | elastic net | random forests | gradient boosting | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
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Series: | Working papers / Universitat Pompeu Fabra, Department of Economics and Business. - Barcelona, ZDB-ID 2458097-1. - Vol. no. 1772 |
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 |
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