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Artificial Intelligence in Asset Management
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Artificial Intelligence in Asset Management (2020)Artificial Intelligence in Asset Manageme…Deep Learning for Forecasting Stock Returns in the Cross-Section (2018)Deep Learning for Forecasting…Biased echoes: Large language models reinforce investment biases and increase portfolio risks of private investors (2025)Biased echoes: Large language…Artificial Intelligence vs. Efficient Markets: A Critical Reassessment of Predictive Models in the Big Data Era (2025)Artificial Intelligence vs. E…Portfolio management with the help of AI : What drives retail Indian investors to robo‐advisors? (2024)Portfolio management with the…Enhancing portfolio management using artificial intelligence: literature review (2024)Enhancing portfolio managemen…Perceived Risk and Intelligent Investment Advisor Technology Adoption: A UTAUT Perspective (2023)Perceived Risk and Intelligen…What Drives Robo-Advice? (2021)What Drives Robo-Advice?Machine Learning for Active Portfolio Management (2021)Machine Learning for Active P…Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)… and the Cross-Section of Expected Returns (2015)Does Academic Research Destroy Stock Return Predictability? (2015)Mixture of Activation Functions With Extended Min-Max Normalization for Forex Market Prediction (2019)Financial time series forecasting with deep learning : A systematic literature review: 2005–2019 (2020)ST-Trader: A Spatial-Temporal Deep Neural Network for Modeling Stock Market Movement (2021)Common risk factors in the returns on stocks and bonds (1993)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)A five-factor asset pricing model (2014)User Acceptance of Computer Technology: A Comparison of Two Theoretical Models (1989)User Acceptance of Information Technology: Toward A Unified View1 (2003)A new criterion for assessing discriminant validity in variance-based structural equation modeling (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect Theory: An Analysis of Decision under Risk (1979)Evaluating Structural Equation Models with Unobservable Variables and Measurement Error (1981)Perceived Usefulness, Perceived Ease of Use, and User Acceptance of Information Technology (1989)The theory of planned behavior (1991)A Simplified Model for Portfolio Analysis (1963)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Financial Literacy and Stock Market Participation (2007)Trust me, I am a Robo-advisor (2022)Determinants of conventional and digital investment advisory decisions: a systematic literature review (2024)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Semantics derived automatically from language corpora contain human-like biases (2017)
this work references cited by second hop

References

  • 2018Deep Learning for Forecasting Stock Returns in the Cross-Section124 cited

Cited by

  • 2024Enhancing portfolio management using artificial intelligence: literature review54 cited
  • 2021Machine Learning for Active Portfolio Management37 cited
  • 2025Artificial Intelligence vs. Efficient Markets: A Critical Reassessment of Predictive Models in the Big Data Era35 cited
  • 2021What Drives Robo-Advice?19 cited
  • 2024Portfolio management with the help of AI : What drives retail Indian investors to robo‐advisors?17 cited
  • 2025Biased echoes: Large language models reinforce investment biases and increase portfolio risks of private investors16 cited
  • 2023Perceived Risk and Intelligent Investment Advisor Technology Adoption: A UTAUT Perspective6 cited

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